The mathematics of derivatives securities with applications in MATLAB:
"The book is divided into two parts - the first part introduces probability theory, stochastic calculus and stochastic processes before moving on to the second part which instructs readers on how to apply the content learnt in part one to solve complex financial problems such as pricing and hed...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Hoboken, NJ
Wiley
2012
|
| Schriftenreihe: | Wiley finance series
|
| Schlagworte: | |
| Online-Zugang: | FAB01 FRO01 UBG01 UBT01 Volltext |
| Zusammenfassung: | "The book is divided into two parts - the first part introduces probability theory, stochastic calculus and stochastic processes before moving on to the second part which instructs readers on how to apply the content learnt in part one to solve complex financial problems such as pricing and hedging exotic options, pricing American derivatives, pricing and hedging under stochastic volatility, and interest rate modelling. Each chapter provides a thorough discussion of the topics covered with practical examples in MATLAB so that readers will build up to an analysis of modern cutting edge research in finance, combining probabilistic models and cutting edge finance illustrated by MATLAB applications. Most books currently available on the subject require the reader to have some knowledge of the subject area and rarely consider computational applications such as MATLAB. This book stands apart from the rest as it covers complex analytical issues and complex financial instruments in a way that is accessible to those without a background in probability theory and finance, as well as providing detailed mathematical explanations with MATLAB code for a variety of topics and real world case examples"-- |
| Beschreibung: | 1 Online-Ressource (xii, 236 Seiten) Diagramme |
| ISBN: | 9781118467398 9781119973409 9781119973416 |
Internformat
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Datensatz im Suchindex
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|---|---|
| any_adam_object | |
| author | Cerrato, Mario |
| author_GND | (DE-588)132438658 |
| author_facet | Cerrato, Mario |
| author_role | aut |
| author_sort | Cerrato, Mario |
| author_variant | m c mc |
| building | Verbundindex |
| bvnumber | BV040591778 |
| classification_rvk | QK 660 |
| collection | ZDB-35-WIC |
| ctrlnum | (OCoLC)779515240 (DE-599)BVBBV040591778 |
| dewey-full | 332.6457015195 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.6457015195 |
| dewey-search | 332.6457015195 |
| dewey-sort | 3332.6457015195 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| id | DE-604.BV040591778 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T00:26:50Z |
| institution | BVB |
| isbn | 9781118467398 9781119973409 9781119973416 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-025419696 |
| oclc_num | 779515240 |
| open_access_boolean | |
| owner | DE-1043 DE-703 DE-861 DE-473 DE-BY-UBG |
| owner_facet | DE-1043 DE-703 DE-861 DE-473 DE-BY-UBG |
| physical | 1 Online-Ressource (xii, 236 Seiten) Diagramme |
| psigel | ZDB-35-WIC FHR_PDA_WIC ZDB-35-WIC FAB_B&E_2011/12 ZDB-35-WIC FRO_PDA_WIC ZDB-35-WIC UBG_PDA_WIC_Kauf18 ZDB-35-WIC UBT_Wiley_EK_2014 |
| publishDate | 2012 |
| publishDateSearch | 2012 |
| publishDateSort | 2012 |
| publisher | Wiley |
| record_format | marc |
| series2 | Wiley finance series |
| spelling | Cerrato, Mario Verfasser (DE-588)132438658 aut The mathematics of derivatives securities with applications in MATLAB Mario Cerrato Hoboken, NJ Wiley 2012 1 Online-Ressource (xii, 236 Seiten) Diagramme txt rdacontent c rdamedia cr rdacarrier Wiley finance series "The book is divided into two parts - the first part introduces probability theory, stochastic calculus and stochastic processes before moving on to the second part which instructs readers on how to apply the content learnt in part one to solve complex financial problems such as pricing and hedging exotic options, pricing American derivatives, pricing and hedging under stochastic volatility, and interest rate modelling. Each chapter provides a thorough discussion of the topics covered with practical examples in MATLAB so that readers will build up to an analysis of modern cutting edge research in finance, combining probabilistic models and cutting edge finance illustrated by MATLAB applications. Most books currently available on the subject require the reader to have some knowledge of the subject area and rarely consider computational applications such as MATLAB. This book stands apart from the rest as it covers complex analytical issues and complex financial instruments in a way that is accessible to those without a background in probability theory and finance, as well as providing detailed mathematical explanations with MATLAB code for a variety of topics and real world case examples"-- MATLAB. BUSINESS & ECONOMICS / Finance bisacsh Wirtschaft Derivative securities / Statistical methods Finance / Statistical methods Probabilities Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf Derivat Wertpapier (DE-588)4381572-8 gnd rswk-swf MATLAB (DE-588)4329066-8 gnd rswk-swf Derivat Wertpapier (DE-588)4381572-8 s Mathematisches Modell (DE-588)4114528-8 s MATLAB (DE-588)4329066-8 s b DE-604 Erscheint auch als Druck-Ausgabe 978-0-470-68369-9 https://onlinelibrary.wiley.com/doi/book/10.1002/9781118467398 Verlag Volltext |
| spellingShingle | Cerrato, Mario The mathematics of derivatives securities with applications in MATLAB MATLAB. BUSINESS & ECONOMICS / Finance bisacsh Wirtschaft Derivative securities / Statistical methods Finance / Statistical methods Probabilities Mathematisches Modell (DE-588)4114528-8 gnd Derivat Wertpapier (DE-588)4381572-8 gnd MATLAB (DE-588)4329066-8 gnd |
| subject_GND | (DE-588)4114528-8 (DE-588)4381572-8 (DE-588)4329066-8 |
| title | The mathematics of derivatives securities with applications in MATLAB |
| title_auth | The mathematics of derivatives securities with applications in MATLAB |
| title_exact_search | The mathematics of derivatives securities with applications in MATLAB |
| title_full | The mathematics of derivatives securities with applications in MATLAB Mario Cerrato |
| title_fullStr | The mathematics of derivatives securities with applications in MATLAB Mario Cerrato |
| title_full_unstemmed | The mathematics of derivatives securities with applications in MATLAB Mario Cerrato |
| title_short | The mathematics of derivatives securities with applications in MATLAB |
| title_sort | the mathematics of derivatives securities with applications in matlab |
| topic | MATLAB. BUSINESS & ECONOMICS / Finance bisacsh Wirtschaft Derivative securities / Statistical methods Finance / Statistical methods Probabilities Mathematisches Modell (DE-588)4114528-8 gnd Derivat Wertpapier (DE-588)4381572-8 gnd MATLAB (DE-588)4329066-8 gnd |
| topic_facet | MATLAB. BUSINESS & ECONOMICS / Finance Wirtschaft Derivative securities / Statistical methods Finance / Statistical methods Probabilities Mathematisches Modell Derivat Wertpapier MATLAB |
| url | https://onlinelibrary.wiley.com/doi/book/10.1002/9781118467398 |
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