Advanced derivatives pricing and risk management : theory, tools and hands-on programming application
Αποθηκεύτηκε σε:
| Κύριος συγγραφέας: | |
|---|---|
| Άλλοι συγγραφείς: | |
| Μορφή: | Βιβλίο |
| Γλώσσα: | English |
| Δημοσίευση: |
Amsterdam ; Boston ; Heidelberg :
Elsevier,
c2006
|
| Θέματα: | |
| Ετικέτες: |
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| LEADER | 00000nam a2200000 i 4500 | ||
|---|---|---|---|
| 001 | 1/49620 | ||
| 008 | 070730s2006 eng d | ||
| 020 | |a 978-0-12-047682-4 | ||
| 020 | |a 0-12-047682-7 | ||
| 035 | |l 10089235 | ||
| 040 | |a GR-MY-UA |b gre |e aacr | ||
| 041 | 0 | |a eng | |
| 082 | 0 | |a 332.6457 |2 (22) | |
| 100 | 1 | |a Albanese, Claudio. | |
| 245 | 1 | 0 | |a Advanced derivatives pricing and risk management : |b theory, tools and hands-on programming application / |c Claudio Albanese and Giuseppe Campolieti |
| 260 | |a Amsterdam ; Boston ; Heidelberg : |b Elsevier, |c c2006 | ||
| 300 | |a xiii, 420 σ.; |b διαγρ.; |c 25 εκ. | ||
| 504 | |a Περιλαμβάνει βιβλιογραφία και ευρετήριο | ||
| 505 | 0 | |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 | |
| 650 | 0 | 0 | |a Risk management. |
| 650 | 0 | 0 | |a Derivative securities |x Prices. |
| 700 | 1 | |a Giuseppe, Campolieti. | |
| 852 | |a INST |b CHIOS |e 20070730 |h 332.6457 ALB |p 005200025851 |q 005200025851 |t BK |y 0 | ||
| 852 | |a INST |b CHIOS |e 20070730 |h 332.6457 ALB |p 005200026109 |q 005200026109 |t BK |y 0 | ||
| 901 | |a BIBL2-2007-2 | ||
| 909 | |a Χ |b 137026 | ||
| 909 | |a Χ |b 131148 | ||
| 922 | |a 2ΕΛΗ |b 200707 |c ΕΠΕΑΕΚ2/ΤΝΕΥ |d ΠΑΠΑΣΩΤΗΡΙΟΥ | ||
| 970 | |a ΒΑΣΙΛΑΚΗ |b ΝΙΚΗ |z 2007/07/30 | ||