Albanese, Claudio. <br/><br/>
Advanced derivatives pricing and risk management  theory, tools and hands-on programming application /  [electronic resource] : 
Claudio Albanese and Giuseppe Campolieti. 
 - Amsterdam ;  Boston :  Elsevier Academic Press,  c2006. 
 - xiii, 420 p. :  ill. 
 - Academic Press advanced finance series .
 - Academic Press advanced finance series. .
<br/><br/>Includes bibliographical references (p. 399-405) and index. 
<br/><br/>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. 
<br/><br/><br/>Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. 
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<br/><br/><label>Subjects--Topical Terms: </label><br/>Risk management.<br/>Derivative securities--Prices.
<br/><br/><label>Index Terms--Genre/Form: </label><br/>Electronic books.
<br/><br/><label>LC Class. No.: </label>HG6024.A3  / A44 2006 
<br/><br/><label>Dewey Class. No.: </label>332.64/57