Encyclopedia of quantitative finance: 1 A - D
Gespeichert in:
| Format: | Buch |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Chichester [u.a.]
Wiley
2010
|
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Hier auch später erschienene, unveränderte Nachdrucke |
| Beschreibung: | XLV, 506 S. zahlr. graph. Darst. |
Internformat
MARC
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| 245 | 1 | 0 | |a Encyclopedia of quantitative finance |n 1 |p A - D |c ed.-in-chief Rama Cont |
| 264 | 1 | |a Chichester [u.a.] |b Wiley |c 2010 | |
| 300 | |a XLV, 506 S. |b zahlr. graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
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| 338 | |b nc |2 rdacarrier | ||
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Datensatz im Suchindex
| _version_ | 1804141131604164608 |
|---|---|
| adam_text | Contents
Volume
1
Basket Options
164
Bates Model
166
ABS
Indices
1
Behavioral Portfolio Selection
168
Accumulated Claims
4
Bermudán
Options
175
Actuarial Premium Principles
Adverse Selection
7
13
Bermudán
Swaptions and Callable
Libor
Exotics
177
Affine
Models
16
Bernoulli, Jacob
181
Algorithmic Trading
20
Bid-Ask Spreads
184
Alternating Direction Implicit (ADI)
Binomial Tree
190
Method
30
Black, Fischer
194
Altiplano
Option
37
Black-Litterman Approach
196
Ambiguity
39
Black- Scholes Formula
199
American Options
44
Bond
207
Arbitrage Bounds
53
Bond Options
212
Arbitrage: Historical Perspectives
61
Bubbles and Crashes
216
Arbitrage Pricing Theory
71
Butterfly
230
Arbitrage Strategy
74
Arrow, Kenneth
Arrow-Debreu Prices
Asian Options
Asset-Liability Management
Atlas Option
Autocall
Automated Trading
Autoregressive
Moving Average
(ARMA)
Processes
Average Strike Options
76
82
87
91
107
108
111
114
120
Call Auction Markets
Call Options
Call Spread
Capital Asset Pricing Model
Caps and Floors
Catastrophe Bonds
CDO Square
CDO Tranches: Impact on Economic
Capital
Change of Numeraire
233
236
239
241
250
253
255
257
264
Cliquet
Options
268
Bachelier,
Louis
(1870-1946)
123
CMS Spread Products
269
Backtesting
127
Collateralized Debt Obligation (CDO)
Backward Stochastic Differential
Options
273
Equations
134
Collateralized Debt Obligations
Backward Stochastic Differential
(CDO)
278
Equations:
Commodities and
Numéraire
284
Numerical Methods
145
Commodity Forward Curve Modeling
291
Barndorff-Nielsen and Shephard
Commodity Price Models
298
(BNS) Models
152
Commodity Risk
303
Barrier Options
155
Commodity Trading
308
Base Correlation
158
Compensators
314
Basket Default Swaps
161
Complete Markets
317
xii
Contents
Conjugate Gradient Methods
324
Constant Elasticity of Variance (CEV)
Diffusion Model
328
Constant Maturity Credit Default
Swap
334
Constant Maturity Swap
338
Constant Proportion Portfolio
Insurance
344
Convertible Bonds
347
Convex Duality
350
Convex Risk Measures
355
Convexity Adjustments
363
Copulas: Estimation
368
Copulas in Econometrics
375
Copulas in Insurance
379
Correlation Risk
382
Correlation Swap
386
Corridor Options
387
Corridor Variance Swap
392
Counterparty Credit Risk
393
Cox-Ingersoll-Ross
(CIR)
Model
401
Cramér-Lundberg
Estimates
404
Cramer s Theorem
407
Crank-Nicolson Scheme
410
Credibility Theory
414
Credit Default Swap (CDS) Indices
420
Credit Default Swap Index Options
422
Credit Default Swaps
424
Credit Default Swaption
431
Credit Migration Models
434
Credit Portfolio Insurance
441
Credit Portfolio Simulation
447
Credit Rating
450
Credit Risk
456
СгеаШѕкЧ-
459
Credit Scoring
462
Currency Forward Contracts
467
Default Barrier Models
475
Default Time Copulas
479
Delta Hedging
482
Discretely Monitored Options
484
Dispersion Trading
486
Diversification
487
Dividend Modeling
489
Doob-Meyer Decomposition
493
Drawdown Minimization
495
Duffie-Singleton Model
499
Dupire Equation
501
Duration Models
504
|
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| id | DE-604.BV036076863 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T22:11:00Z |
| institution | BVB |
| language | English |
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| oclc_num | 634050459 |
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| physical | XLV, 506 S. zahlr. graph. Darst. |
| publishDate | 2010 |
| publishDateSearch | 2010 |
| publishDateSort | 2010 |
| publisher | Wiley |
| record_format | marc |
| spelling | Encyclopedia of quantitative finance 1 A - D ed.-in-chief Rama Cont Chichester [u.a.] Wiley 2010 XLV, 506 S. zahlr. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Hier auch später erschienene, unveränderte Nachdrucke Cont, Rama Sonstige (DE-588)140923446 oth (DE-604)BV036076824 1 Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=018968017&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Encyclopedia of quantitative finance |
| title | Encyclopedia of quantitative finance |
| title_auth | Encyclopedia of quantitative finance |
| title_exact_search | Encyclopedia of quantitative finance |
| title_full | Encyclopedia of quantitative finance 1 A - D ed.-in-chief Rama Cont |
| title_fullStr | Encyclopedia of quantitative finance 1 A - D ed.-in-chief Rama Cont |
| title_full_unstemmed | Encyclopedia of quantitative finance 1 A - D ed.-in-chief Rama Cont |
| title_short | Encyclopedia of quantitative finance |
| title_sort | encyclopedia of quantitative finance a d |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=018968017&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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