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- 2010026267 contributor B11768075.
- 2010026267 created "2011.".
- 2010026267 date "2011".
- 2010026267 date "2011.".
- 2010026267 dateCopyrighted "2011.".
- 2010026267 description "The role of protecting financial portfolios -- Black-Scholes and Merton model -- European style of options -- Analysis of dependence of option prices on model parameters -- Option pricing under transaction costs -- Modeling and pricing exotic financial derivatives -- Short interest rate modeling -- Pricing of interest rate derivatives -- American types of derivative securities -- Numerical methods for pricing of simple derivatives -- Nonlinear extensions of the Black-Scholes pricing model -- Transformation methods for pricing American options -- Calibration of interest rate and term structure models -- Advanced topics in the term structure modeling.".
- 2010026267 extent "xv, 309 p. :".
- 2010026267 identifier "9781617287800 (hardcover)".
- 2010026267 issued "2011".
- 2010026267 issued "2011.".
- 2010026267 language "eng".
- 2010026267 publisher "Hauppauge, N.Y. : Nova Science Publisher's,".
- 2010026267 subject "332.64/57 22".
- 2010026267 subject "Derivative securities Prices Mathematical models.".
- 2010026267 subject "HG6024.A3 S46 2011".
- 2010026267 subject "Options (Finance) Prices Mathematical models.".
- 2010026267 tableOfContents "The role of protecting financial portfolios -- Black-Scholes and Merton model -- European style of options -- Analysis of dependence of option prices on model parameters -- Option pricing under transaction costs -- Modeling and pricing exotic financial derivatives -- Short interest rate modeling -- Pricing of interest rate derivatives -- American types of derivative securities -- Numerical methods for pricing of simple derivatives -- Nonlinear extensions of the Black-Scholes pricing model -- Transformation methods for pricing American options -- Calibration of interest rate and term structure models -- Advanced topics in the term structure modeling.".
- 2010026267 title "Analytical and numerical methods for pricing financial derivatives / Daniel Sevcovic, Beata Stehlikova and Karol Mikula.".
- 2010026267 type "text".