Pricing derivative securities:
Gespeichert in:
1. Verfasser: | |
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Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
River Edge, NJ
World Scientific
2000
|
Schlagworte: | |
Online-Zugang: | Volltext |
Beschreibung: | Includes bibliographical references (p. 661-675) and index I. - Preliminaries - 1 - Introduction and Overview - 2 - Mathematical Preparation - 3 - Tools for Continuous-Time Models -- - II. - Pricing Theory - 4 - Dynamics-Free Pricing - 5 - Pricing Under Bernoulli Dynamics - 6 - Black-Scholes Dynamics - 7 - American Options and 'Exotics' - 8 - Models with Uncertain Volatility - 9 - Discontinuous Processes - 10 - Interest-Rate Dynamics -- - III. - Computational Methods - 11 - Simulation - 12 - Solving P.D.E.s Numerically - 13 - Programs |
Beschreibung: | 1 Online-Ressource (xv, 692 p.) |
ISBN: | 9789812792914 9812792910 9810242980 9789810242985 |
Internformat
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500 | |a Includes bibliographical references (p. 661-675) and index | ||
500 | |a I. - Preliminaries - 1 - Introduction and Overview - 2 - Mathematical Preparation - 3 - Tools for Continuous-Time Models -- - II. - Pricing Theory - 4 - Dynamics-Free Pricing - 5 - Pricing Under Bernoulli Dynamics - 6 - Black-Scholes Dynamics - 7 - American Options and 'Exotics' - 8 - Models with Uncertain Volatility - 9 - Discontinuous Processes - 10 - Interest-Rate Dynamics -- - III. - Computational Methods - 11 - Simulation - 12 - Solving P.D.E.s Numerically - 13 - Programs | ||
650 | 7 | |a DERIVATIVOS |2 larpcal | |
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Datensatz im Suchindex
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any_adam_object | |
author | Epps, T. W. |
author_facet | Epps, T. W. |
author_role | aut |
author_sort | Epps, T. W. |
author_variant | t w e tw twe |
building | Verbundindex |
bvnumber | BV042965136 |
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dewey-ones | 332 - Financial economics |
dewey-raw | 332.63/2 |
dewey-search | 332.63/2 |
dewey-sort | 3332.63 12 |
dewey-tens | 330 - Economics |
discipline | Wirtschaftswissenschaften |
format | Electronic eBook |
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id | DE-604.BV042965136 |
illustrated | Not Illustrated |
indexdate | 2024-07-10T07:13:56Z |
institution | BVB |
isbn | 9789812792914 9812792910 9810242980 9789810242985 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-028391003 |
oclc_num | 824698655 |
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physical | 1 Online-Ressource (xv, 692 p.) |
psigel | ZDB-4-EBU FLA_PDA_EBU |
publishDate | 2000 |
publishDateSearch | 2000 |
publishDateSort | 2000 |
publisher | World Scientific |
record_format | marc |
spelling | Epps, T. W. Verfasser aut Pricing derivative securities T.W. Epps River Edge, NJ World Scientific 2000 1 Online-Ressource (xv, 692 p.) txt rdacontent c rdamedia cr rdacarrier Includes bibliographical references (p. 661-675) and index I. - Preliminaries - 1 - Introduction and Overview - 2 - Mathematical Preparation - 3 - Tools for Continuous-Time Models -- - II. - Pricing Theory - 4 - Dynamics-Free Pricing - 5 - Pricing Under Bernoulli Dynamics - 6 - Black-Scholes Dynamics - 7 - American Options and 'Exotics' - 8 - Models with Uncertain Volatility - 9 - Discontinuous Processes - 10 - Interest-Rate Dynamics -- - III. - Computational Methods - 11 - Simulation - 12 - Solving P.D.E.s Numerically - 13 - Programs DERIVATIVOS larpcal BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Derivative securities / Prices / Mathematical models fast Mathematisches Modell Wirtschaft Derivative securities Prices Mathematical models http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=514180 Aggregator Volltext |
spellingShingle | Epps, T. W. Pricing derivative securities DERIVATIVOS larpcal BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Derivative securities / Prices / Mathematical models fast Mathematisches Modell Wirtschaft Derivative securities Prices Mathematical models |
title | Pricing derivative securities |
title_auth | Pricing derivative securities |
title_exact_search | Pricing derivative securities |
title_full | Pricing derivative securities T.W. Epps |
title_fullStr | Pricing derivative securities T.W. Epps |
title_full_unstemmed | Pricing derivative securities T.W. Epps |
title_short | Pricing derivative securities |
title_sort | pricing derivative securities |
topic | DERIVATIVOS larpcal BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Derivative securities / Prices / Mathematical models fast Mathematisches Modell Wirtschaft Derivative securities Prices Mathematical models |
topic_facet | DERIVATIVOS BUSINESS & ECONOMICS / Investments & Securities / General Derivative securities / Prices / Mathematical models Mathematisches Modell Wirtschaft Derivative securities Prices Mathematical models |
url | http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=514180 |
work_keys_str_mv | AT eppstw pricingderivativesecurities |