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- 2008025117 contributor B11101060.
- 2008025117 contributor B11101061.
- 2008025117 created "2008.".
- 2008025117 date "2008".
- 2008025117 date "2008.".
- 2008025117 dateCopyrighted "2008.".
- 2008025117 description "Includes bibliographical references and index.".
- 2008025117 description "Introductive elements -- Theory of financial laws -- Uniform regimes in financial practice -- Financial operations and their evaluation -- Annuities-certain and their value at fixed rate -- Loans amortization and funding methods -- Exchanges and prices on the financial market -- Annuities, amortizations and funding in the case of term structures -- Time and variability indicators -- Basic probabilistic tools for finance -- Markov Chains -- Semi-Markov processes -- Stochastic or ito calculus -- Option theory -- Markov and semi-Markov option models -- Interest rate Stochastic models -- Portfolio theory -- Value at risk (VaR) methods and simulation -- Credit risk or default risk -- Markov and semi-Markov reward processes and Stochastic annuities.".
- 2008025117 extent "p. cm.".
- 2008025117 identifier "9781848210813".
- 2008025117 identifier 2008025117-d.html.
- 2008025117 identifier 2008025117.html.
- 2008025117 issued "2008".
- 2008025117 issued "2008.".
- 2008025117 language "eng".
- 2008025117 publisher "Hoboken, N.J. : ISTE/John Wiley,".
- 2008025117 subject "332.01/51922 22".
- 2008025117 subject "Finance Mathematical models.".
- 2008025117 subject "HG106 .J33 2008".
- 2008025117 subject "Investments Mathematics.".
- 2008025117 subject "Stochastic processes.".
- 2008025117 tableOfContents "Introductive elements -- Theory of financial laws -- Uniform regimes in financial practice -- Financial operations and their evaluation -- Annuities-certain and their value at fixed rate -- Loans amortization and funding methods -- Exchanges and prices on the financial market -- Annuities, amortizations and funding in the case of term structures -- Time and variability indicators -- Basic probabilistic tools for finance -- Markov Chains -- Semi-Markov processes -- Stochastic or ito calculus -- Option theory -- Markov and semi-Markov option models -- Interest rate Stochastic models -- Portfolio theory -- Value at risk (VaR) methods and simulation -- Credit risk or default risk -- Markov and semi-Markov reward processes and Stochastic annuities.".
- 2008025117 title "Mathematical fianance : deterministic and stochastic models / Jacques Janssen, Raimondo Manca, Ernesto Volpe.".
- 2008025117 type "text".