Kapak Resmi

QR Kod

Arbitrage theory in continuous time

Kaydedildi:

Detaylı Bibliyografya
Yazar:	Björk, Tomas
Müşterek Yazar:	ebrary, Inc
Materyal Türü:	Elektronik Ekitap
Dil:	İngilizce
Baskı/Yayın Bilgisi:	Oxford : Oxford University Press, 2009.
Edisyon:	3rd ed.
Seri Bilgileri:	Oxford finance series
Konular:	Arbitrage > Mathematical models. Derivative securities > Prices > Mathematics. Electronic books.
Online Erişim:	An electronic book accessible through the World Wide Web; click to view
Etiketler:	Etiketle Etiket eklenmemiş, İlk siz ekleyin!

Benzer Materyaller

Financial derivatives pricing selected works of Robert Jarrow /
Yazar:: Jarrow, Robert A.
Baskı/Yayın Bilgisi: (2008)

Central counterparties : mandatory clearing and bilateral margin requirements for OTC derivatives /
Yazar:: Gregory, Jon
Baskı/Yayın Bilgisi: (2014)

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

Quantitative analysis, derivatives modeling, and trading strategies in the presence of counterparty credit risk for fixed-income market /
Yazar:: Tang, Yi
Baskı/Yayın Bilgisi: (2007)

Arbitrage, hedging, and speculation the foreign exchange market /
Yazar:: Clark, Ephraim, professor
Baskı/Yayın Bilgisi: (2004)

Hedging derivatives
Yazar:: Rheinländer, Thorsten
Baskı/Yayın Bilgisi: (2011)

The SABR/LIBOR market model pricing, calibration and hedging for complex interest-rate derivatives /
Yazar:: Rebonato, Riccardo
Baskı/Yayın Bilgisi: (2009)

Counterparty credit risk the new challenge for global financial markets /
Yazar:: Gregory, Jon, Ph. D.
Baskı/Yayın Bilgisi: (2010)

The xVA challenge : counterparty credit risk, funding, collateral, and capital /
Yazar:: Gregory, Jon, 1971-
Baskı/Yayın Bilgisi: (2015)

Forecasting volatility in the financial markets
Baskı/Yayın Bilgisi: (2007)

Advanced derivatives pricing and risk management theory, tools and hands-on programming application /
Yazar:: Albanese, Claudio
Baskı/Yayın Bilgisi: (2006)

Calendar anomalies and arbitrage
Yazar:: Ziemba, W. T.
Baskı/Yayın Bilgisi: (2012)

Implementing models of financial derivatives object oriented applications with VBA /
Yazar:: Webber, Nick
Baskı/Yayın Bilgisi: (2011)

Pricing and hedging financial derivatives and structured products : an introductory guide /
Yazar:: Marroni, Leonardo, 1980-
Baskı/Yayın Bilgisi: (2014)

An arbitrage guide to financial markets
Yazar:: Dubil, Robert
Baskı/Yayın Bilgisi: (2004)

Fourier transform methods in finance
Baskı/Yayın Bilgisi: (2010)

Financial engineering and arbitrage in the financial markets
Yazar:: Dubil, Robert
Baskı/Yayın Bilgisi: (2011)

Mathematical techniques in finance tools for incomplete markets /
Yazar:: Černý, Aleš, 1971-
Baskı/Yayın Bilgisi: (2009)

Nonlinear models in mathematical finance new research trends in option pricing /
Baskı/Yayın Bilgisi: (2008)

The Black-Scholes model
Yazar:: Capi�nski, Marek, 1951-
Baskı/Yayın Bilgisi: (2012)

Option trading pricing and volatility strategies and techniques /
Yazar:: Sinclair, Euan, 1969-
Baskı/Yayın Bilgisi: (2010)

The use (and abuse) of CDS spreads during distress
Yazar:: Siṃha, Manamohana
Baskı/Yayın Bilgisi: (2009)

Financial derivative and energy market valuation theory and implementation in MATLAB /
Yazar:: Mastro, Michael A., 1975-
Baskı/Yayın Bilgisi: (2013)

Multiscale stochastic volatility for equity, interest rate, and credit derivatives
Baskı/Yayın Bilgisi: (2011)

Derivative instruments a guide to theory and practice /
Yazar:: Eales, Brian Anthony
Baskı/Yayın Bilgisi: (2003)

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

Managing risks with derivatives
Baskı/Yayın Bilgisi: (2007)

Derivatives demystified a step-by-step guide to forwards, futures, swaps and options /
Yazar:: Chisholm, Andrew, 1959-
Baskı/Yayın Bilgisi: (2010)

Derivatives demystified : a step by step guide to forwards, futures, swaps and options /
Yazar:: Chisholm, Andrew
Baskı/Yayın Bilgisi: (2010)

Derivatives : principles and practice /
Yazar:: Sundaram, Rangarajan K.
Baskı/Yayın Bilgisi: (2011)

Clearing and settlement of derivatives
Yazar:: Loader, David
Baskı/Yayın Bilgisi: (2005)

Advanced equity derivatives : volatility and correlation /
Yazar:: Bossu, Sébastien
Baskı/Yayın Bilgisi: (2014)

Derivatives essentials : an introduction to forwards, futures, options and swaps /
Yazar:: Gottesman, Aron
Baskı/Yayın Bilgisi: (2016)

Global derivative debacles from theory to malpractice /
Yazar:: Jacque, Laurent L.
Baskı/Yayın Bilgisi: (2010)

Financial derivatives : pricing application and mathematics /
Yazar:: Baz, Jamil
Baskı/Yayın Bilgisi: (2004)

Counterparty risk in the over-the-counter derivates market /
Yazar:: Segoviano Basurto, Miguel A.
Baskı/Yayın Bilgisi: (2008)

The credit risk transfer market and stability implications for U.K. financial institutions
Yazar:: Chan-Lau, Jorge A.
Baskı/Yayın Bilgisi: (2006)

An introduction to equity derivatives theory and practice /
Yazar:: Bossu, Sébastien
Baskı/Yayın Bilgisi: (2012)

The Heston model and its extensions in Matlab and C#
Yazar:: Rouah, Fabrice, 1964-
Baskı/Yayın Bilgisi: (2013)

Swaps and other derivatives
Yazar:: Flavell, Richard
Baskı/Yayın Bilgisi: (2010)