Advanced derivatives pricing and risk management: theory, tools and hands-on programming application
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Amsterdam
Elsevier Academic Press
c2006
|
| Series: | Academic Press advanced finance series
|
| Subjects: | |
| Item Description: | Includes bibliographical references (p. 399-405) and index |
| Physical Description: | xiii, 420 p. |
| ISBN: | 0120476827 |
Staff View
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| 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. | ||
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| 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 | ||
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Record in the Search Index
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| 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 |
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| 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 |