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1. |
Record Nr. |
UNINA9910458470803321 |
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Autore |
Albanese Claudio |
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Titolo |
Advanced derivatives pricing and risk management [[electronic resource] ] : theory, tools and hands-on programming application / / Claudio Albanese and Giuseppe Campolieti |
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Pubbl/distr/stampa |
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Amsterdam ; ; Boston, : Elsevier Academic Press, c2006 |
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ISBN |
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1-281-05315-5 |
9786611053154 |
0-08-048809-9 |
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Descrizione fisica |
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1 online resource (435 p.) |
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Collana |
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Academic Press advanced finance series |
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Altri autori (Persone) |
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Disciplina |
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Soggetti |
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Risk management |
Derivative securities - Prices |
Electronic books. |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references (p. 399-405) and index. |
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Nota di contenuto |
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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. |
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Sommario/riassunto |
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Written by leading academics and practitioners in the field of financial mathematics, the purpose of this book is to provide a unique combination of some of the most important and relevant theoretical and practical tools from which any advanced undergraduate and graduate student, professional quant and researcher will benefit. This book stands out from all other existing books in quantitative finance from the sheer impressive range of ready-to-use software and |
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accessible theoretical tools that are provided as a complete package. By proceeding from simple to complex, the authors cover core topi |
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2. |
Record Nr. |
UNINA9910817879603321 |
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Titolo |
1812 in the Americas / / edited by Jean-Marc Serme |
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Pubbl/distr/stampa |
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Newcastle upon Tyne, England : , : Cambridge Scholars Publishing, , 2015 |
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©2015 |
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ISBN |
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Descrizione fisica |
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1 online resource (200 p.) |
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Disciplina |
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Soggetti |
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United States History War of 1812 |
United States History War of 1812 Literature and the war |
United States History War of 1812 Religious aspects |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references. |
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Sommario/riassunto |
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This book brings together a variety of interesting perspectives on the circumstances and effects of the war in 1812, offering a range of insights, from an exploration of the role religion played in the conflict to an investigation of low literature of the time reacted to it.The book is opened by a contribution from Adam Rothman, who examines the concept of the paracolonial republic to highlight that the US in 1812 was surrounded by monarchical colonial powers and used imperial means against its indigenous populations.In the second essay, Tangi Villerbu explores the way in which the Catholic Ch |
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