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- 2006031250 contributor B10443195.
- 2006031250 contributor B10443196.
- 2006031250 created "c2007.".
- 2006031250 date "2007".
- 2006031250 date "c2007.".
- 2006031250 dateCopyrighted "c2007.".
- 2006031250 description "Includes bibliographical references (p. 409-412) and index.".
- 2006031250 description "Mathematical preliminaries -- Numerical integration -- Tree-based methods -- The Black-Scholes, practitioner Black-Scholes, and Gram-Charlier models -- The Heston (1993) stochastic volatility model -- The Heston and Nandi (2000) GARCH model -- The Greeks -- Exotic options -- Parameter estimation -- Implied volatility -- Model-free implied volatility -- Model-free higher moments -- Volatility returns.".
- 2006031250 extent "xi, 441 p. :".
- 2006031250 identifier "0471794643 (paper/cd-rom)".
- 2006031250 identifier "9780471794646 (paper/cd-rom)".
- 2006031250 identifier 2006031250-b.html.
- 2006031250 identifier 2006031250-d.html.
- 2006031250 identifier 2006031250.html.
- 2006031250 isPartOf "Wiley finance series.".
- 2006031250 isPartOf "Wiley finance".
- 2006031250 issued "2007".
- 2006031250 issued "c2007.".
- 2006031250 language "eng".
- 2006031250 publisher "Hoboken, N.J. : John Wiley & Sons,".
- 2006031250 subject "332.64/53 22".
- 2006031250 subject "Capital investments Evaluation Mathematical models.".
- 2006031250 subject "HG6024.A3 R678 2007".
- 2006031250 subject "Microsoft Excel (Computer file)".
- 2006031250 subject "Microsoft Visual Basic for applications.".
- 2006031250 subject "Options (Finance) Mathematical models.".
- 2006031250 subject "Options (Finance) Prices.".
- 2006031250 tableOfContents "Mathematical preliminaries -- Numerical integration -- Tree-based methods -- The Black-Scholes, practitioner Black-Scholes, and Gram-Charlier models -- The Heston (1993) stochastic volatility model -- The Heston and Nandi (2000) GARCH model -- The Greeks -- Exotic options -- Parameter estimation -- Implied volatility -- Model-free implied volatility -- Model-free higher moments -- Volatility returns.".
- 2006031250 title "Option pricing models and volatility using Excel-VBA / Fabrice Douglas Rouah, Gregory Vainberg.".
- 2006031250 type "text".