Analytical and numerical methods for pricing financial derivatives /:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Hauppauge, N.Y. :
Nova Science Publisher's,
2011.
|
| Schriftenreihe: | Mathematics research developments series.
Financial institutions and services. |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | 1 online resource (xv, 309 pages) : illustrations |
| Bibliographie: | Includes bibliographical references (pages 293-301) and index. Includes bibliographical references and index. |
| ISBN: | 9781617613500 1617613509 |
Internformat
MARC
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| 245 | 1 | 0 | |a Analytical and numerical methods for pricing financial derivatives / |c Daniel Sevcovic, Beata Stehlikova and Karol Mikula. |
| 264 | 1 | |a Hauppauge, N.Y. : |b Nova Science Publisher's, |c 2011. | |
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| 504 | |a Includes bibliographical references (pages 293-301) and index. | ||
| 505 | 0 | |a The role of protecting financial portfolios -- Black-Scholes and Merton model -- European style of options -- Analysis of dependence of option prices on model parameters -- Option pricing under transaction costs -- Modeling and pricing exotic financial derivatives -- Short interest rate modeling -- Pricing of interest rate derivatives -- American types of derivative securities -- Numerical methods for pricing of simple derivatives -- Nonlinear extensions of the Black-Scholes pricing model -- Transformation methods for pricing American options -- Calibration of interest rate and term structure models -- Advanced topics in the term structure modeling. | |
| 504 | |a Includes bibliographical references and index. | ||
| 588 | 0 | |a Print version record. | |
| 650 | 0 | |a Derivative securities |x Prices |x Mathematical models. | |
| 650 | 0 | |a Options (Finance) |x Prices |x Mathematical models. | |
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| 776 | 0 | 8 | |i Print version: |a Sevcovic, Daniel. |t Analytical and numerical methods for pricing financial derivatives. |d Hauppauge, N.Y. : Nova Science Publisher's, 2011 |z 9781617287800 |w (DLC) 2010026267 |w (OCoLC)645789978 |
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| contents | The role of protecting financial portfolios -- Black-Scholes and Merton model -- European style of options -- Analysis of dependence of option prices on model parameters -- Option pricing under transaction costs -- Modeling and pricing exotic financial derivatives -- Short interest rate modeling -- Pricing of interest rate derivatives -- American types of derivative securities -- Numerical methods for pricing of simple derivatives -- Nonlinear extensions of the Black-Scholes pricing model -- Transformation methods for pricing American options -- Calibration of interest rate and term structure models -- Advanced topics in the term structure modeling. |
| ctrlnum | (OCoLC)957998516 |
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| illustrated | Illustrated |
| indexdate | 2024-11-26T14:49:24Z |
| institution | BVB |
| isbn | 9781617613500 1617613509 |
| language | English |
| oclc_num | 957998516 |
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| series2 | Mathematics research developments Financial institutions and services |
| spelling | Sevcovic, Daniel. Analytical and numerical methods for pricing financial derivatives / Daniel Sevcovic, Beata Stehlikova and Karol Mikula. Hauppauge, N.Y. : Nova Science Publisher's, 2011. 1 online resource (xv, 309 pages) : illustrations text txt rdacontent computer c rdamedia online resource cr rdacarrier Mathematics research developments Financial institutions and services Includes bibliographical references (pages 293-301) and index. The role of protecting financial portfolios -- Black-Scholes and Merton model -- European style of options -- Analysis of dependence of option prices on model parameters -- Option pricing under transaction costs -- Modeling and pricing exotic financial derivatives -- Short interest rate modeling -- Pricing of interest rate derivatives -- American types of derivative securities -- Numerical methods for pricing of simple derivatives -- Nonlinear extensions of the Black-Scholes pricing model -- Transformation methods for pricing American options -- Calibration of interest rate and term structure models -- Advanced topics in the term structure modeling. Includes bibliographical references and index. Print version record. Derivative securities Prices Mathematical models. Options (Finance) Prices Mathematical models. Instruments dérivés (Finances) Prix Modèles mathématiques. Options (Finances) Prix Modèles mathématiques. BUSINESS & ECONOMICS Finance. bisacsh Derivative securities Prices Mathematical models fast Options (Finance) Prices Mathematical models fast has work: Analytical and numerical methods for pricing financial derivatives (Text) https://id.oclc.org/worldcat/entity/E39PCXCdYtBHKJW79BRvW3MPFC https://id.oclc.org/worldcat/ontology/hasWork Print version: Sevcovic, Daniel. Analytical and numerical methods for pricing financial derivatives. Hauppauge, N.Y. : Nova Science Publisher's, 2011 9781617287800 (DLC) 2010026267 (OCoLC)645789978 Mathematics research developments series. http://id.loc.gov/authorities/names/no2009139785 Financial institutions and services. http://id.loc.gov/authorities/names/no2005072672 FWS01 ZDB-4-EBU FWS_PDA_EBU https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=1345641 Volltext |
| spellingShingle | Sevcovic, Daniel Analytical and numerical methods for pricing financial derivatives / Mathematics research developments series. Financial institutions and services. The role of protecting financial portfolios -- Black-Scholes and Merton model -- European style of options -- Analysis of dependence of option prices on model parameters -- Option pricing under transaction costs -- Modeling and pricing exotic financial derivatives -- Short interest rate modeling -- Pricing of interest rate derivatives -- American types of derivative securities -- Numerical methods for pricing of simple derivatives -- Nonlinear extensions of the Black-Scholes pricing model -- Transformation methods for pricing American options -- Calibration of interest rate and term structure models -- Advanced topics in the term structure modeling. Derivative securities Prices Mathematical models. Options (Finance) Prices Mathematical models. Instruments dérivés (Finances) Prix Modèles mathématiques. Options (Finances) Prix Modèles mathématiques. BUSINESS & ECONOMICS Finance. bisacsh Derivative securities Prices Mathematical models fast Options (Finance) Prices Mathematical models fast |
| title | Analytical and numerical methods for pricing financial derivatives / |
| title_auth | Analytical and numerical methods for pricing financial derivatives / |
| title_exact_search | Analytical and numerical methods for pricing financial derivatives / |
| title_full | Analytical and numerical methods for pricing financial derivatives / Daniel Sevcovic, Beata Stehlikova and Karol Mikula. |
| title_fullStr | Analytical and numerical methods for pricing financial derivatives / Daniel Sevcovic, Beata Stehlikova and Karol Mikula. |
| title_full_unstemmed | Analytical and numerical methods for pricing financial derivatives / Daniel Sevcovic, Beata Stehlikova and Karol Mikula. |
| title_short | Analytical and numerical methods for pricing financial derivatives / |
| title_sort | analytical and numerical methods for pricing financial derivatives |
| topic | Derivative securities Prices Mathematical models. Options (Finance) Prices Mathematical models. Instruments dérivés (Finances) Prix Modèles mathématiques. Options (Finances) Prix Modèles mathématiques. BUSINESS & ECONOMICS Finance. bisacsh Derivative securities Prices Mathematical models fast Options (Finance) Prices Mathematical models fast |
| topic_facet | Derivative securities Prices Mathematical models. Options (Finance) Prices Mathematical models. Instruments dérivés (Finances) Prix Modèles mathématiques. Options (Finances) Prix Modèles mathématiques. BUSINESS & ECONOMICS Finance. Derivative securities Prices Mathematical models Options (Finance) Prices Mathematical models |
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