Advanced derivatives pricing and risk management: theory, tools and hands-on programming application
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Amsterdam
Elsevier Academic Press
c2006
|
| Schriftenreihe: | Academic Press advanced finance series
|
| Schlagworte: | |
| Beschreibung: | Includes bibliographical references (p. 399-405) and index |
| Beschreibung: | xiii, 420 p. |
| ISBN: | 0120476827 |
Internformat
MARC
| LEADER | 00000nmm a2200000zc 4500 | ||
|---|---|---|---|
| 001 | BV044124111 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 170217s2006 |||| o||u| ||||||eng d | ||
| 020 | |a 0120476827 |c hardcover : alk. paper |9 0-12-047682-7 | ||
| 035 | |a (ZDB-30-PAD)EBC293958 | ||
| 035 | |a (ZDB-89-EBL)EBL293958 | ||
| 035 | |a (OCoLC)213298521 | ||
| 035 | |a (DE-599)BVBBV044124111 | ||
| 040 | |a DE-604 |b ger |e aacr | ||
| 041 | 0 | |a eng | |
| 082 | 0 | |a 332.64/57 |2 22 | |
| 100 | 1 | |a Albanese, Claudio |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Advanced derivatives pricing and risk management |b theory, tools and hands-on programming application |c Claudio Albanese and Giuseppe Campolieti |
| 264 | 1 | |a Amsterdam |b Elsevier Academic Press |c c2006 | |
| 300 | |a xiii, 420 p. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 490 | 0 | |a Academic Press advanced finance series | |
| 500 | |a Includes bibliographical references (p. 399-405) and index | ||
| 505 | 0 | |a Pricing theory -- Fixed-income instruments -- Advanced topics in pricing theory : exotic options and state-dependent models -- Numerical methods for value-at-risk -- Project : arbitrage theory -- Project : the Black-Scholes (lognormal) model -- Project : quantile-quantile plots -- Project : Monte Carlo pricer -- Project : the binomial lattice model -- Project : the trinomial lattice model -- Project : Crank-Nicolson option pricer -- Project : static hedging of barrier options -- Project : variance swaps -- Project : Monte Carlo value-at-risk for Delta-Gamma portfolios -- Project : covariance estimation and scenario generation in value-at-risk -- Project : interest rate trees : calibration and pricing | |
| 650 | 4 | |a Risk management | |
| 650 | 4 | |a Derivative securities |x Prices | |
| 700 | 1 | |a Campolieti, Giuseppe |e Sonstige |4 oth | |
| 912 | |a ZDB-30-PAD |a ZDB-30-PBE | ||
| 999 | |a oai:aleph.bib-bvb.de:BVB01-029530956 | ||
Datensatz im Suchindex
| _version_ | 1804177207292067840 |
|---|---|
| any_adam_object | |
| author | Albanese, Claudio |
| author_facet | Albanese, Claudio |
| author_role | aut |
| author_sort | Albanese, Claudio |
| author_variant | c a ca |
| building | Verbundindex |
| bvnumber | BV044124111 |
| collection | ZDB-30-PAD ZDB-30-PBE |
| contents | Pricing theory -- Fixed-income instruments -- Advanced topics in pricing theory : exotic options and state-dependent models -- Numerical methods for value-at-risk -- Project : arbitrage theory -- Project : the Black-Scholes (lognormal) model -- Project : quantile-quantile plots -- Project : Monte Carlo pricer -- Project : the binomial lattice model -- Project : the trinomial lattice model -- Project : Crank-Nicolson option pricer -- Project : static hedging of barrier options -- Project : variance swaps -- Project : Monte Carlo value-at-risk for Delta-Gamma portfolios -- Project : covariance estimation and scenario generation in value-at-risk -- Project : interest rate trees : calibration and pricing |
| ctrlnum | (ZDB-30-PAD)EBC293958 (ZDB-89-EBL)EBL293958 (OCoLC)213298521 (DE-599)BVBBV044124111 |
| dewey-full | 332.64/57 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.64/57 |
| dewey-search | 332.64/57 |
| dewey-sort | 3332.64 257 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01941nmm a2200361zc 4500</leader><controlfield tag="001">BV044124111</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">170217s2006 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0120476827</subfield><subfield code="c">hardcover : alk. paper</subfield><subfield code="9">0-12-047682-7</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-30-PAD)EBC293958</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-89-EBL)EBL293958</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)213298521</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV044124111</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">aacr</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.64/57</subfield><subfield code="2">22</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Albanese, Claudio</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Advanced derivatives pricing and risk management</subfield><subfield code="b">theory, tools and hands-on programming application</subfield><subfield code="c">Claudio Albanese and Giuseppe Campolieti</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Amsterdam</subfield><subfield code="b">Elsevier Academic Press</subfield><subfield code="c">c2006</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">xiii, 420 p.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Academic Press advanced finance series</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Includes bibliographical references (p. 399-405) and index</subfield></datafield><datafield tag="505" ind1="0" ind2=" "><subfield code="a">Pricing theory -- Fixed-income instruments -- Advanced topics in pricing theory : exotic options and state-dependent models -- Numerical methods for value-at-risk -- Project : arbitrage theory -- Project : the Black-Scholes (lognormal) model -- Project : quantile-quantile plots -- Project : Monte Carlo pricer -- Project : the binomial lattice model -- Project : the trinomial lattice model -- Project : Crank-Nicolson option pricer -- Project : static hedging of barrier options -- Project : variance swaps -- Project : Monte Carlo value-at-risk for Delta-Gamma portfolios -- Project : covariance estimation and scenario generation in value-at-risk -- Project : interest rate trees : calibration and pricing</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Risk management</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Derivative securities</subfield><subfield code="x">Prices</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Campolieti, Giuseppe</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-30-PAD</subfield><subfield code="a">ZDB-30-PBE</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-029530956</subfield></datafield></record></collection> |
| id | DE-604.BV044124111 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:44:24Z |
| institution | BVB |
| isbn | 0120476827 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029530956 |
| oclc_num | 213298521 |
| open_access_boolean | |
| physical | xiii, 420 p. |
| psigel | ZDB-30-PAD ZDB-30-PBE |
| publishDate | 2006 |
| publishDateSearch | 2006 |
| publishDateSort | 2006 |
| publisher | Elsevier Academic Press |
| record_format | marc |
| series2 | Academic Press advanced finance series |
| spelling | Albanese, Claudio Verfasser aut Advanced derivatives pricing and risk management theory, tools and hands-on programming application Claudio Albanese and Giuseppe Campolieti Amsterdam Elsevier Academic Press c2006 xiii, 420 p. txt rdacontent c rdamedia cr rdacarrier Academic Press advanced finance series Includes bibliographical references (p. 399-405) and index Pricing theory -- Fixed-income instruments -- Advanced topics in pricing theory : exotic options and state-dependent models -- Numerical methods for value-at-risk -- Project : arbitrage theory -- Project : the Black-Scholes (lognormal) model -- Project : quantile-quantile plots -- Project : Monte Carlo pricer -- Project : the binomial lattice model -- Project : the trinomial lattice model -- Project : Crank-Nicolson option pricer -- Project : static hedging of barrier options -- Project : variance swaps -- Project : Monte Carlo value-at-risk for Delta-Gamma portfolios -- Project : covariance estimation and scenario generation in value-at-risk -- Project : interest rate trees : calibration and pricing Risk management Derivative securities Prices Campolieti, Giuseppe Sonstige oth |
| spellingShingle | Albanese, Claudio Advanced derivatives pricing and risk management theory, tools and hands-on programming application Pricing theory -- Fixed-income instruments -- Advanced topics in pricing theory : exotic options and state-dependent models -- Numerical methods for value-at-risk -- Project : arbitrage theory -- Project : the Black-Scholes (lognormal) model -- Project : quantile-quantile plots -- Project : Monte Carlo pricer -- Project : the binomial lattice model -- Project : the trinomial lattice model -- Project : Crank-Nicolson option pricer -- Project : static hedging of barrier options -- Project : variance swaps -- Project : Monte Carlo value-at-risk for Delta-Gamma portfolios -- Project : covariance estimation and scenario generation in value-at-risk -- Project : interest rate trees : calibration and pricing Risk management Derivative securities Prices |
| title | Advanced derivatives pricing and risk management theory, tools and hands-on programming application |
| title_auth | Advanced derivatives pricing and risk management theory, tools and hands-on programming application |
| title_exact_search | Advanced derivatives pricing and risk management theory, tools and hands-on programming application |
| title_full | Advanced derivatives pricing and risk management theory, tools and hands-on programming application Claudio Albanese and Giuseppe Campolieti |
| title_fullStr | Advanced derivatives pricing and risk management theory, tools and hands-on programming application Claudio Albanese and Giuseppe Campolieti |
| title_full_unstemmed | Advanced derivatives pricing and risk management theory, tools and hands-on programming application Claudio Albanese and Giuseppe Campolieti |
| title_short | Advanced derivatives pricing and risk management |
| title_sort | advanced derivatives pricing and risk management theory tools and hands on programming application |
| title_sub | theory, tools and hands-on programming application |
| topic | Risk management Derivative securities Prices |
| topic_facet | Risk management Derivative securities Prices |
| work_keys_str_mv | AT albaneseclaudio advancedderivativespricingandriskmanagementtheorytoolsandhandsonprogrammingapplication AT campolietigiuseppe advancedderivativespricingandriskmanagementtheorytoolsandhandsonprogrammingapplication |