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- 2005026202 contributor B10135537.
- 2005026202 contributor B10135538.
- 2005026202 created "c2006.".
- 2005026202 date "2006".
- 2005026202 date "c2006.".
- 2005026202 dateCopyrighted "c2006.".
- 2005026202 description "Includes bibliographical references (p. 399-405) and index.".
- 2005026202 description "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.".
- 2005026202 extent "xiii, 420 p. :".
- 2005026202 identifier "0120476827 (hardcover : alk. paper)".
- 2005026202 identifier 2005026202-d.html.
- 2005026202 identifier 2005026202-t.html.
- 2005026202 isPartOf "Academic Press advanced finance series".
- 2005026202 issued "2006".
- 2005026202 issued "c2006.".
- 2005026202 language "eng".
- 2005026202 publisher "Amsterdam ; Boston : Elsevier Academic Press,".
- 2005026202 subject "332.64/57 22".
- 2005026202 subject "Derivative securities Prices.".
- 2005026202 subject "HG6024.A3 A44 2006".
- 2005026202 subject "Risk management.".
- 2005026202 tableOfContents "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.".
- 2005026202 title "Advanced derivatives pricing and risk management : theory, tools and hands-on programming application / Claudio Albanese and Giuseppe Campolieti.".
- 2005026202 type "text".