TY  - BOOK
AU  - Albanese,Claudio
AU  - Campolieti,Giuseppe
ED  - ProQuest (Firm)
TI  - Advanced derivatives pricing and risk management: theory, tools and hands-on programming application 
T2  - Academic Press advanced finance series
AV  - HG6024.A3 A44 2006
U1  - 332.64/57 22
PY  - 2006///
CY  - Amsterdam, Boston
PB  - Elsevier Academic Press
KW  - Risk management
KW  - Derivative securities
KW  - Prices
KW  - Electronic books
N1  - Includes bibliographical references (p. 399-405) and index; 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; Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries
UR  - https://ebookcentral.proquest.com/lib/bacm-ebooks/detail.action?docID=293958
ER  -