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- catalog abstract "Risk Management and Financial Derivatives: A Guide to the Mathematics meets the demand for a simple, nontechnical explanation of the methodology of risk management and financial derivatives. Risk Management and Financial Derivatives provides clear, concise explanations of the mathematics behind today's complex financial risk management topics. An ideal introduction for those new to the subject, it will also serve as an indispensable reference for those already experienced in the field.".
- catalog contributor b10685078.
- catalog created "c1998.".
- catalog date "1998".
- catalog date "c1998.".
- catalog dateCopyrighted "c1998.".
- catalog description "1. Risk-reward Relationships -- Foundations of Derivatives / Lance Smith -- 2. Interest Rates, Bond Pricing, Duration and Convexity / Roger Cohen -- 3. Interest Rate and Yield Curve Modelling / Satyajit Das and Roger Cohen -- 4. Pricing Forwards and Futures Contracts / John Martin -- 5. Pricing Options / Satyajit Das -- 6. Interest Rate Option Pricing Models / Jim Rowlands -- 7. Pricing Models for Complex/Exotic Options / Garry de Jager -- 8. Estimating Volatility / Satyajit Das -- 9. Estimating Volatility and Correlation Using ARCH/GARCH Models / Carol Alexander -- 10. Measuring Option Price Sensitivity -- The "Greek Alphabet" of Risk / Satyajit Das -- 11. Option Replication Utilising Delta Hedging / Satyajit Das.".
- catalog description "Includes bibliographical references (p. xvii-xxvi) and index.".
- catalog description "Risk Management and Financial Derivatives: A Guide to the Mathematics meets the demand for a simple, nontechnical explanation of the methodology of risk management and financial derivatives. Risk Management and Financial Derivatives provides clear, concise explanations of the mathematics behind today's complex financial risk management topics. An ideal introduction for those new to the subject, it will also serve as an indispensable reference for those already experienced in the field.".
- catalog extent "xxvi, 799 p. :".
- catalog hasFormat "Risk management and financial derivatives.".
- catalog identifier "0070153787 (alk. paper)".
- catalog isFormatOf "Risk management and financial derivatives.".
- catalog issued "1998".
- catalog issued "c1998.".
- catalog language "eng".
- catalog publisher "New York : McGraw Hill,".
- catalog relation "Risk management and financial derivatives.".
- catalog subject "332.64/5 21".
- catalog subject "Derivative securities Mathematical models.".
- catalog subject "HG6024.A3 R577 1998".
- catalog subject "Investment analysis Mathematical models.".
- catalog subject "Risk management Mathematical models.".
- catalog tableOfContents "1. Risk-reward Relationships -- Foundations of Derivatives / Lance Smith -- 2. Interest Rates, Bond Pricing, Duration and Convexity / Roger Cohen -- 3. Interest Rate and Yield Curve Modelling / Satyajit Das and Roger Cohen -- 4. Pricing Forwards and Futures Contracts / John Martin -- 5. Pricing Options / Satyajit Das -- 6. Interest Rate Option Pricing Models / Jim Rowlands -- 7. Pricing Models for Complex/Exotic Options / Garry de Jager -- 8. Estimating Volatility / Satyajit Das -- 9. Estimating Volatility and Correlation Using ARCH/GARCH Models / Carol Alexander -- 10. Measuring Option Price Sensitivity -- The "Greek Alphabet" of Risk / Satyajit Das -- 11. Option Replication Utilising Delta Hedging / Satyajit Das.".
- catalog title "Risk management and financial derivatives : a guide to the mathematics / edited by Satyajit Das.".
- catalog type "text".