Image de couverture de livre

QR Code

Advanced derivatives pricing and risk management theory, tools and hands-on programming application /

Enregistré dans:

Détails bibliographiques
Auteur principal:	Albanese, Claudio
Collectivité auteur:	ebrary, Inc
Autres auteurs:	Campolieti, Giuseppe
Format:	Électronique eBook
Langue:	anglais
Publié:	Amsterdam ; Boston : Elsevier Academic Press, c2006.
Collection:	Academic Press advanced finance series.
Sujets:	Risk management. Derivative securities > Prices. Electronic books.
Accès en ligne:	An electronic book accessible through the World Wide Web; click to view
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

Financial derivatives pricing selected works of Robert Jarrow /
par: Jarrow, Robert A.
Publié: (2008)

Derivatives, risk management & value
par: Bellalah, Mondher
Publié: (2010)

Pricing and hedging financial derivatives and structured products : an introductory guide /
par: Marroni, Leonardo, 1980-
Publié: (2014)

Managing risks with derivatives
Publié: (2007)

Credit derivatives investing and risk management /
par: Chaplin, Geoff
Publié: (2010)

Advanced equity derivatives : volatility and correlation /
par: Bossu, Sébastien
Publié: (2014)

Financial derivatives : pricing application and mathematics /
par: Baz, Jamil
Publié: (2004)

Derivatives : principles and practice /
par: Sundaram, Rangarajan K.
Publié: (2011)

The derivatives market in South Africa lessons for Sub-Saharan African countries /
par: Adelegan, Olatundun Janet
Publié: (2009)

Counterparty credit risk the new challenge for global financial markets /
par: Gregory, Jon, Ph. D.
Publié: (2010)

Derivative instruments a guide to theory and practice /
par: Eales, Brian Anthony
Publié: (2003)

Counterparty credit risk and credit value adjustment a continuing challenge for global financial markets /
par: Gregory, Jon, Ph. D.
Publié: (2012)

Clearing and settlement of derivatives
par: Loader, David
Publié: (2005)

Derivatives essentials : an introduction to forwards, futures, options and swaps /
par: Gottesman, Aron
Publié: (2016)

Financial derivative and energy market valuation theory and implementation in MATLAB /
par: Mastro, Michael A., 1975-
Publié: (2013)

Derivatives demystified a step-by-step guide to forwards, futures, swaps and options /
par: Chisholm, Andrew, 1959-
Publié: (2010)

Derivatives demystified : a step by step guide to forwards, futures, swaps and options /
par: Chisholm, Andrew
Publié: (2010)

Global derivative debacles from theory to malpractice /
par: Jacque, Laurent L.
Publié: (2010)

Is systematic default risk priced in equity returns? a cross-sectional analysis using credit derivatives prices /
par: Chan-Lau, Jorge A.
Publié: (2006)

The xVA challenge : counterparty credit risk, funding, collateral, and capital /
par: Gregory, Jon, 1971-
Publié: (2015)

The art of credit derivatives demystifying the black swan /
par: Garcia, João
Publié: (2010)

Counterparty risk in the over-the-counter derivates market /
par: Segoviano Basurto, Miguel A.
Publié: (2008)

Derivatives and risk management course
par: Benrud, Erik
Publié: (2004)

Arbitrage theory in continuous time
par: Björk, Tomas
Publié: (2009)

Swaps and other derivatives
par: Flavell, Richard
Publié: (2010)

Credit derivatives instruments, applications and pricing /
Publié: (2004)

Systemic risk from global financial derivatives a network analysis of contagion and its mitigation with super-spreader tax /
par: Markose, Sheri M.
Publié: (2012)

Options, futures, and other derivatives /
par: Hull, John C.
Publié: (2012)

Options, futures and other derivatives /
par: Hull, John, 1946-
Publié: (2009)

Derivatives algorithms.
par: Hyer, Tom
Publié: (2010)

Applications of credit derivatives opportunities and risks involved in credit derivatives /
par: Seemann, Harald
Publié: (2008)

Solutions manual options, futures, and derivatives /
par: Hull, John C.
Publié: (2012)

Hedging derivatives
par: Rheinländer, Thorsten
Publié: (2011)

Listed volatility and variance derivatives : a Python-based guide /
par: Hilpisch, Yves J.
Publié: (2017)

Modeling derivatives in C++
par: London, Justin, 1973-
Publié: (2005)

The use (and abuse) of CDS spreads during distress
par: Siṃha, Manamohana
Publié: (2009)

Implementing models of financial derivatives object oriented applications with VBA /
par: Webber, Nick
Publié: (2011)

The mathematics of derivatives securities with applications in MATLAB
par: Cerrato, Mario
Publié: (2012)

Central counterparties : mandatory clearing and bilateral margin requirements for OTC derivatives /
par: Gregory, Jon
Publié: (2014)

Derivatives analytics with Python : data analysis, models, simulation, calibration and hedging /
par: Hilpisch, Yves J.
Publié: (2015)