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

Furkejuvvon:
Bibliográfalaš dieđut
Váldodahkki: Albanese, Claudio
Searvvušdahkki: ebrary, Inc
Eará dahkkit: Campolieti, Giuseppe
Materiálatiipa: Elektrovnnalaš E-girji
Giella:eaŋgalasgiella
Almmustuhtton: Amsterdam ; Boston : Elsevier Academic Press, c2006.
Ráidu:Academic Press advanced finance series.
Fáttát:
Liŋkkat:An electronic book accessible through the World Wide Web; click to view
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Sisdoallologahallan:
  • 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.