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Advanced derivatives pricing and risk management theory, tools and hands-on programming application
Başlık:
Advanced derivatives pricing and risk management theory, tools and hands-on programming application
Yazar:
Albanese, Claudio.
Yazar Ek Girişi:
Yayın Bilgileri:
Amsterdam ; Boston : Elsevier Academic Press, c2006.
Fiziksel Tanımlama:
xiii, 420 p. : ill.
Seri:
Academic Press advanced finance series
Academic Press advanced finance series.
İçerik:
Pricing theory -- Fixed-income instruments -- Advanced topics in pricing theory : exotic options and state-dependent models -- Numerical methods for value-at-risk -- Project : arbitrage theory -- Project : the Black-Scholes (lognormal) model -- Project : quantile-quantile plots -- Project : Monte Carlo pricer -- Project : the binomial lattice model -- Project : the trinomial lattice model -- Project : Crank-Nicolson option pricer -- Project : static hedging of barrier options -- Project : variance swaps -- Project : Monte Carlo value-at-risk for Delta-Gamma portfolios -- Project : covariance estimation and scenario generation in value-at-risk -- Project : interest rate trees : calibration and pricing.
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Yer Numarası | Demirbaş Numarası | Shelf Location | Lokasyon / Statüsü / İade Tarihi |
---|---|---|---|
HG6024 .A3 A44 2006 | 939427-1001 | Ebook Central | Arıyor... |
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