Image de couverture de livre

QR Code

American-type options. Volume 2, Stochastic approximation methods /

Enregistré dans:

Détails bibliographiques
Auteur principal:	Silvestrov, Dmitrii S. (Auteur)
Format:	Électronique eBook
Langue:	anglais
Publié:	Berlin, Germany : De Gruyter, 2015.
Collection:	De Gruyter studies in mathematics ; Volume 57.
Sujets:	Options (Finance) > Mathematical models. Stochastic approximation. Business mathematics. 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

American-type options : stochastic approximation methods. Volume 1 /
par: Silvestrov, Dmitrii S.
Publié: (2014)

Option valuation and Option tutor /
par: O'Brien, John, 1950-
Publié: (1995)

Option trading pricing and volatility strategies and techniques /
par: Sinclair, Euan, 1969-
Publié: (2010)

Robust static super-replication of barrier options
par: Maruhn, Jan H.
Publié: (2009)

The complete book of option spreads and combinations : strategies for income generation, directional moves, and risk reduction /
par: Nations, Scott
Publié: (2014)

Nonlinear models in mathematical finance new research trends in option pricing /
Publié: (2008)

The Heston model and its extensions in Matlab and C#
par: Rouah, Fabrice, 1964-
Publié: (2013)

The Black-Scholes model
par: Capi�nski, Marek, 1951-
Publié: (2012)

The Heston model and its extensions in VBA + website /
par: Rouah, Fabrice, 1964-
Publié: (2015)

Fourier transform methods in finance
Publié: (2010)

Modeling and pricing of swaps for financial and energy markets with stochastic volatilities
par: Svishchuk, A. V. (Anatoliĭ Vitalʹevich)
Publié: (2013)

Option pricing and estimation of financial models with R
par: Iacus, Stefano M. (Stefano Maria)
Publié: (2011)

The option trader handbook strategies and trade adjustments /
par: Jabbour, George (George Moussa)
Publié: (2010)

Forecasting volatility in the financial markets
Publié: (2007)

The Option-iPoD : the probability of default implied by option prices based on entropy /
par: Capuano, Christian
Publié: (2008)

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

Option strategies profit-making techniques for stock, stock index, and commodity options /
par: Smith, Courtney
Publié: (2008)

Your options handbook the practical reference and strategy guide to trading options /
par: Levy, Jared, 1976-
Publié: (2011)

The options course high profit & low stress trading methods /
par: Fontanills, George
Publié: (2005)

FX option performance : an analysis of the value delivered by FX options since the start of the market /
par: James, Jessica, 1968-, et autres
Publié: (2015)

Trading weekly options : pricing characteristics and short-term trading strategies /
par: Rhoads, Russell
Publié: (2014)

Binary options strategies for directional and volatility trading /
par: Nekritin, Alex, 1980-
Publié: (2013)

Exotic options trading
par: De Weert, Frans
Publié: (2008)

Visual guide to options
par: Levy, Jared, 1976-
Publié: (2013)

Trading options Greeks how time, volatility, and other pricing factors drive profits /
par: Passarelli, Dan, 1971-
Publié: (2012)

Options made simple a beginner's guide to trading options for success /
par: Clarke, Jacqueline
Publié: (2012)

The SABR/LIBOR market model pricing, calibration and hedging for complex interest-rate derivatives /
par: Rebonato, Riccardo
Publié: (2009)

Exotic options and hybrids a guide to structuring, pricing and trading /
par: Bouzoubaa, Mohamed
Publié: (2010)

No-hype options trading myths, realities, and strategies that really work /
par: Given, Kerry W., 1948-
Publié: (2011)

How to price and trade options : identify, analyze, and execute the best trade probabilities /
par: Sherbin, Al, 1956-
Publié: (2015)

Foreign exchange option pricing a practitioner's guide /
par: Clark, Iain J.
Publié: (2011)

A currency options primer
par: Shamah, Shani
Publié: (2004)

Options on foreign exchange
par: DeRosa, David F.
Publié: (2011)

An elementary introduction to stochastic interest rate modeling
par: Privault, Nicolas
Publié: (2012)

Fundamentals of futures and options markets /
par: Hull, John, 1946-
Publié: (2008)

Advanced financial modelling
Publié: (2009)

Optional law the structure of legal entitlements /
par: Ayres, Ian
Publié: (2005)

The nature of informed option trading : evidence from the takeover market /
par: Klapper, Marco
Publié: (2014)

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

Frequently asked questions in quantitative finance including key models, important formulae, popular contracts, essays and opinions, a history of quantitative finance, sundry lists, the commonest mistakes in quant finance, brainteasers, plenty of straight-talking, the Modellers Ḿanifesto and lots more /
par: Wilmott, Paul
Publié: (2009)