000 02292nam a22004094a 4500
001 EBC293958
003 MiAaPQ
005 20240120130255.0
006 m o d |
007 cr cn|||||||||
008 050912s2006 ne a sb 001 0 eng
010 _z 2005026202
020 _z0120476827 (hardcover : alk. paper)
035 _a(MiAaPQ)EBC293958
035 _a(Au-PeEL)EBL293958
035 _a(CaPaEBR)ebr10186472
035 _a(CaONFJC)MIL105315
035 _a(OCoLC)213298521
040 _aMiAaPQ
_cMiAaPQ
_dMiAaPQ
050 4 _aHG6024.A3
_bA44 2006
082 0 4 _a332.64/57
_222
100 1 _aAlbanese, Claudio.
245 1 0 _aAdvanced derivatives pricing and risk management
_h[electronic resource] :
_btheory, tools and hands-on programming application /
_cClaudio Albanese and Giuseppe Campolieti.
260 _aAmsterdam ;
_aBoston :
_bElsevier Academic Press,
_cc2006.
300 _axiii, 420 p. :
_bill.
490 1 _aAcademic Press advanced finance series
504 _aIncludes bibliographical references (p. 399-405) and index.
505 0 _aPricing 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.
533 _aElectronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
650 0 _aRisk management.
650 0 _aDerivative securities
_xPrices.
655 4 _aElectronic books.
700 1 _aCampolieti, Giuseppe.
710 2 _aProQuest (Firm)
830 0 _aAcademic Press advanced finance series.
856 4 0 _uhttps://ebookcentral.proquest.com/lib/bacm-ebooks/detail.action?docID=293958
_zClick to View
999 _c29109
_d29109