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- catalog contributor b12458212.
- catalog contributor b12458213.
- catalog created "c2002.".
- catalog date "2002".
- catalog date "c2002.".
- catalog dateCopyrighted "c2002.".
- catalog description "1. The quantitative finance timeline / Paul Wilmott -- pt. 1. New Directions in Equity Modelling. 2. Introduction. 3. Asymptotic analysis of stochastic volatility models / Henrik Rasmussen and Paul Wilmott. 4. Passport options: a review / Antony Penaud. 5. Equity dividend models / David Bakstein and Paul Wilmott. 6. Isoperimetry, log-concavity and elasticity of option prices / Christer Borell -- pt. 2. New Directions in Interest Rate Modelling. 7. Introduction. 8. Dynamic, deterministic and static optimal portfolio strategies in a mean-variance framework under stochastic interest rates / Isabelle Bajeux-Besnainou and Roland Portait. 9. Pricing bond options in a worst-case scenario / David Epstein and Paul Wilmott.".
- catalog description "Includes bibliographical references and index.".
- catalog extent "xii, 192 p. :".
- catalog identifier "0471498173".
- catalog issued "2002".
- catalog issued "c2002.".
- catalog language "eng".
- catalog publisher "Chichester, West Sussex, England ; New York, NY, USA : J. Wiley & Sons,".
- catalog subject "332.6/01/5118 21".
- catalog subject "HG4515.2 .N49 2002".
- catalog subject "Investments Mathematical models.".
- catalog subject "Risk management Mathematical models.".
- catalog subject "Securities Mathematical models.".
- catalog tableOfContents "1. The quantitative finance timeline / Paul Wilmott -- pt. 1. New Directions in Equity Modelling. 2. Introduction. 3. Asymptotic analysis of stochastic volatility models / Henrik Rasmussen and Paul Wilmott. 4. Passport options: a review / Antony Penaud. 5. Equity dividend models / David Bakstein and Paul Wilmott. 6. Isoperimetry, log-concavity and elasticity of option prices / Christer Borell -- pt. 2. New Directions in Interest Rate Modelling. 7. Introduction. 8. Dynamic, deterministic and static optimal portfolio strategies in a mean-variance framework under stochastic interest rates / Isabelle Bajeux-Besnainou and Roland Portait. 9. Pricing bond options in a worst-case scenario / David Epstein and Paul Wilmott.".
- catalog title "New directions in mathematical finance / edited by Paul Wilmott and Henrik Rasmussen.".
- catalog type "text".