Pricing derivative securities:
The development of successful techniques for valuing derivative assets is among the most influential achievements of economic science. Pricing Derivative Securities presents the theory of financial derivatives in a way that emphasizes both its mathematical foundations and its practical implementatio...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Singapore
World Scientific Pub. Co.
c2000
|
| Schlagworte: | |
| Online-Zugang: | FHN01 Volltext |
| Zusammenfassung: | The development of successful techniques for valuing derivative assets is among the most influential achievements of economic science. Pricing Derivative Securities presents the theory of financial derivatives in a way that emphasizes both its mathematical foundations and its practical implementation. The book's organization reveals its three distinctive features. Part I surveys the necessary tools of analysis, probability theory, and stochastic calculus, thus making the book self-contained. The chapters in Part II, Pricing Theory, are organized around the dynamics of the price processes of underlying assets, progressing from simple models to those that require considerable mathematical sophistication. The last part of the book is devoted to the empirical implementation of the pricing formulas developed in Part II, offering a detailed survey of numerical methods and providing a collection of programs in FORTRAN and C++ |
| Beschreibung: | xv, 692 p. ill |
| ISBN: | 9789812792914 |
Internformat
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| 520 | |a The development of successful techniques for valuing derivative assets is among the most influential achievements of economic science. Pricing Derivative Securities presents the theory of financial derivatives in a way that emphasizes both its mathematical foundations and its practical implementation. The book's organization reveals its three distinctive features. Part I surveys the necessary tools of analysis, probability theory, and stochastic calculus, thus making the book self-contained. The chapters in Part II, Pricing Theory, are organized around the dynamics of the price processes of underlying assets, progressing from simple models to those that require considerable mathematical sophistication. The last part of the book is devoted to the empirical implementation of the pricing formulas developed in Part II, offering a detailed survey of numerical methods and providing a collection of programs in FORTRAN and C++ | ||
| 650 | 4 | |a Derivative securities / Prices / Mathematical models | |
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Datensatz im Suchindex
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| author | Epps, T. W. |
| author_facet | Epps, T. W. |
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| building | Verbundindex |
| bvnumber | BV044635515 |
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| collection | ZDB-124-WOP |
| ctrlnum | (ZDB-124-WOP)00003930 (OCoLC)1012692195 (DE-599)BVBBV044635515 |
| dewey-full | 332.63/2 |
| dewey-hundreds | 300 - Social sciences |
| 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.BV044635515 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:57:47Z |
| institution | BVB |
| isbn | 9789812792914 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-030033487 |
| oclc_num | 1012692195 |
| open_access_boolean | |
| owner | DE-92 |
| owner_facet | DE-92 |
| physical | xv, 692 p. ill |
| psigel | ZDB-124-WOP ZDB-124-WOP FHN_PDA_WOP |
| publishDate | 2000 |
| publishDateSearch | 2000 |
| publishDateSort | 2000 |
| publisher | World Scientific Pub. Co. |
| record_format | marc |
| spelling | Epps, T. W. Verfasser aut Pricing derivative securities T.W. Epps Singapore World Scientific Pub. Co. c2000 xv, 692 p. ill txt rdacontent c rdamedia cr rdacarrier The development of successful techniques for valuing derivative assets is among the most influential achievements of economic science. Pricing Derivative Securities presents the theory of financial derivatives in a way that emphasizes both its mathematical foundations and its practical implementation. The book's organization reveals its three distinctive features. Part I surveys the necessary tools of analysis, probability theory, and stochastic calculus, thus making the book self-contained. The chapters in Part II, Pricing Theory, are organized around the dynamics of the price processes of underlying assets, progressing from simple models to those that require considerable mathematical sophistication. The last part of the book is devoted to the empirical implementation of the pricing formulas developed in Part II, offering a detailed survey of numerical methods and providing a collection of programs in FORTRAN and C++ Derivative securities / Prices / Mathematical models Erscheint auch als Druck-Ausgabe 9789810242985 Erscheint auch als Druck-Ausgabe 9810242980 http://www.worldscientific.com/worldscibooks/10.1142/4415#t=toc Verlag URL des Erstveroeffentlichers Volltext |
| spellingShingle | Epps, T. W. Pricing derivative securities 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 | Derivative securities / Prices / Mathematical models |
| topic_facet | Derivative securities / Prices / Mathematical models |
| url | http://www.worldscientific.com/worldscibooks/10.1142/4415#t=toc |
| work_keys_str_mv | AT eppstw pricingderivativesecurities |