Derivatives and financial mathematics: [papers presented at a conference held by the American Mathematical Society at the University of Iowa on Mar. 22 - 23, 1996]
Gespeichert in:
| Format: | Buch |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Commack, NY
Nova Science Publ.
1997
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | 196 S. |
| ISBN: | 1560725117 |
Internformat
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| 245 | 1 | 0 | |a Derivatives and financial mathematics |b [papers presented at a conference held by the American Mathematical Society at the University of Iowa on Mar. 22 - 23, 1996] |c John F. Price ed. |
| 264 | 1 | |a Commack, NY |b Nova Science Publ. |c 1997 | |
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Datensatz im Suchindex
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| adam_text | Contents
Preface vii
Introduction 1
The Case of the Missing Ten Pounds
John U. Watson 13
Optional Mathematics is Not Optional
John F. Price 23
Models of the Term Structure of Interest Rates: A Survey
Mukarram Attari 39
Insurance Derivatives
Thomas O Brien 55
Emerging Opportunities in Computational Finance
for Mathematics Graduates
Anand M. Vi.jh 67
Lattice Methods for Exotic Options
Robert, Benhenni and Anlong l.i 75
Pricing Perpetual Options on Two Stocks
Hans V. Geiber and Klias S.W. Sliiu 91
A Semilinear Evolution Equation for General Derivative
Contracts
Valerv A. Kholodnvi 119
Random Field Formulation for the Term Structure of Interest
Rates
Valery A. Kholodnvi and Milan N. Lukie 139
Using Stock Price as Numeraire in Option Pricing
Models with Nonconstant Volatility
Anlong Li 145
Efficient Valuation of Options Using Quasirandom Sequences
Steven H. Zhu 159
Glossary 187
Index 193
|
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| genre | (DE-588)1071861417 Konferenzschrift 1996 Iowa City Iowa gnd-content |
| genre_facet | Konferenzschrift 1996 Iowa City Iowa |
| id | DE-604.BV011951664 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T18:19:04Z |
| institution | BVB |
| isbn | 1560725117 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-008080329 |
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| physical | 196 S. |
| publishDate | 1997 |
| publishDateSearch | 1997 |
| publishDateSort | 1997 |
| publisher | Nova Science Publ. |
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| spelling | Derivatives and financial mathematics [papers presented at a conference held by the American Mathematical Society at the University of Iowa on Mar. 22 - 23, 1996] John F. Price ed. Commack, NY Nova Science Publ. 1997 196 S. txt rdacontent n rdamedia nc rdacarrier Derivat Wertpapier (DE-588)4381572-8 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf (DE-588)1071861417 Konferenzschrift 1996 Iowa City Iowa gnd-content Finanzmathematik (DE-588)4017195-4 s Derivat Wertpapier (DE-588)4381572-8 s DE-604 Price, John F. Sonstige oth HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008080329&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Derivatives and financial mathematics [papers presented at a conference held by the American Mathematical Society at the University of Iowa on Mar. 22 - 23, 1996] Derivat Wertpapier (DE-588)4381572-8 gnd Finanzmathematik (DE-588)4017195-4 gnd |
| subject_GND | (DE-588)4381572-8 (DE-588)4017195-4 (DE-588)1071861417 |
| title | Derivatives and financial mathematics [papers presented at a conference held by the American Mathematical Society at the University of Iowa on Mar. 22 - 23, 1996] |
| title_auth | Derivatives and financial mathematics [papers presented at a conference held by the American Mathematical Society at the University of Iowa on Mar. 22 - 23, 1996] |
| title_exact_search | Derivatives and financial mathematics [papers presented at a conference held by the American Mathematical Society at the University of Iowa on Mar. 22 - 23, 1996] |
| title_full | Derivatives and financial mathematics [papers presented at a conference held by the American Mathematical Society at the University of Iowa on Mar. 22 - 23, 1996] John F. Price ed. |
| title_fullStr | Derivatives and financial mathematics [papers presented at a conference held by the American Mathematical Society at the University of Iowa on Mar. 22 - 23, 1996] John F. Price ed. |
| title_full_unstemmed | Derivatives and financial mathematics [papers presented at a conference held by the American Mathematical Society at the University of Iowa on Mar. 22 - 23, 1996] John F. Price ed. |
| title_short | Derivatives and financial mathematics |
| title_sort | derivatives and financial mathematics papers presented at a conference held by the american mathematical society at the university of iowa on mar 22 23 1996 |
| title_sub | [papers presented at a conference held by the American Mathematical Society at the University of Iowa on Mar. 22 - 23, 1996] |
| topic | Derivat Wertpapier (DE-588)4381572-8 gnd Finanzmathematik (DE-588)4017195-4 gnd |
| topic_facet | Derivat Wertpapier Finanzmathematik Konferenzschrift 1996 Iowa City Iowa |
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