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050912s2006 ne a sb 001 0 eng |
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|z 2005026202
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|z 0120476827 (hardcover : alk. paper)
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|a (MiAaPQ)EBC293958
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|a HG6024.A3
|b A44 2006
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|a 332.64/57
|2 22
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1 |
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|a Albanese, Claudio.
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1 |
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|a Advanced derivatives pricing and risk management
|h [electronic resource] :
|b theory, tools and hands-on programming application /
|c Claudio Albanese and Giuseppe Campolieti.
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| 260 |
|
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|a Amsterdam ;
|a Boston :
|b Elsevier Academic Press,
|c c2006.
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| 300 |
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|a xiii, 420 p. :
|b ill.
|
| 490 |
1 |
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|a Academic Press advanced finance series
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| 504 |
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|a Includes bibliographical references (p. 399-405) and index.
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| 505 |
0 |
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|a 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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| 533 |
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|a Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
|
| 650 |
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0 |
|a Risk management.
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| 650 |
|
0 |
|a Derivative securities
|x Prices.
|
| 655 |
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4 |
|a Electronic books.
|
| 700 |
1 |
|
|a Campolieti, Giuseppe.
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| 710 |
2 |
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|a ProQuest (Firm)
|
| 830 |
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0 |
|a Academic Press advanced finance series.
|
| 856 |
4 |
0 |
|u https://ebookcentral.proquest.com/lib/matrademy/detail.action?docID=293958
|z Click to View
|
