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- catalog abstract ""This book brings together in one volume both a complete, rigorous and yet readable account of the mathematics underlying derivative pricing and a guide to applying these ideas to solve real pricing problems. It is aimed at practitioners and researchers who wish to understand the latest finance literature and develop their own pricing models. The authors' combination of strong theoretical knowledge and extensive market experience make this book particularly relevant for those interested in real world applications of mathematical finance."--Jacket.".
- catalog contributor b10746506.
- catalog contributor b10746507.
- catalog created "2000.".
- catalog date "2000".
- catalog date "2000.".
- catalog dateCopyrighted "2000.".
- catalog description ""This book brings together in one volume both a complete, rigorous and yet readable account of the mathematics underlying derivative pricing and a guide to applying these ideas to solve real pricing problems. It is aimed at practitioners and researchers who wish to understand the latest finance literature and develop their own pricing models. The authors' combination of strong theoretical knowledge and extensive market experience make this book particularly relevant for those interested in real world applications of mathematical finance."--Jacket.".
- catalog description "Includes bibliographical references and index.".
- catalog description "pt. I. Theory. 1. Single-Period Option Pricing. 2. Brownian Motion. 3. Martingales. 4. Stochastic Integration. 5. Girsanov and Martingale Representation. 6. Stochastic Differential Equations. 7. Option Pricing in Continuous Time. 8. Dynamic Term Structure Models -- pt. II. Practice. 9. Modelling in Practice. 10. Basic Instruments and Terminology. 11. Pricing Standard Market Derivatives. 12. Futures Contracts. Orientation: Pricing Exotic European Derivatives. 13. Terminal Swap-Rate Models. 14. Convexity Corrections. 15. Implied Interest Rate Pricing Models. 16. Multi-Currency Terminal Swap-Rate Models. Orientation: Pricing Exotic American and Path-Dependent Derivatives. 17. Short-Rate Models. 18. Market Models.".
- catalog extent "xviii, 393 p. :".
- catalog identifier "0471967173 (cased : alk. paper)".
- catalog isPartOf "Wiley series in probability and statistics".
- catalog issued "2000".
- catalog issued "2000.".
- catalog language "eng".
- catalog publisher "Chichester, England ; New York : John Wiley,".
- catalog subject "332.63/2 21".
- catalog subject "Derivative securities.".
- catalog subject "HG6024.A3 H86 2000".
- catalog tableOfContents "pt. I. Theory. 1. Single-Period Option Pricing. 2. Brownian Motion. 3. Martingales. 4. Stochastic Integration. 5. Girsanov and Martingale Representation. 6. Stochastic Differential Equations. 7. Option Pricing in Continuous Time. 8. Dynamic Term Structure Models -- pt. II. Practice. 9. Modelling in Practice. 10. Basic Instruments and Terminology. 11. Pricing Standard Market Derivatives. 12. Futures Contracts. Orientation: Pricing Exotic European Derivatives. 13. Terminal Swap-Rate Models. 14. Convexity Corrections. 15. Implied Interest Rate Pricing Models. 16. Multi-Currency Terminal Swap-Rate Models. Orientation: Pricing Exotic American and Path-Dependent Derivatives. 17. Short-Rate Models. 18. Market Models.".
- catalog title "Financial derivatives in theory and practice / P.J. Hunt, J.E. Kennedy.".
- catalog type "text".