Pricing derivative securities:
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
River Edge, NJ
World Scientific
2000
|
| Subjects: | |
| Online Access: | Volltext |
| Item Description: | 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 |
| Physical Description: | 1 Online-Ressource (xv, 692 p.) |
| ISBN: | 9789812792914 9812792910 9810242980 9789810242985 |
Staff View
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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 |
| open_access_boolean | |
| 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 |
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