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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. |
UNINA9910782307203321 |
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Autore |
KUROMIYA HIROAKI |
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Titolo |
STALIN |
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Pubbl/distr/stampa |
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[Place of publication not identified], : TAYLOR & FRANCIS, 2015 |
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ISBN |
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1-317-86780-7 |
1-317-86779-3 |
1-315-83541-X |
1-281-34726-4 |
9786611347260 |
1-4058-9868-2 |
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Edizione |
[1st ed.] |
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Descrizione fisica |
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1 online resource (246 p.) |
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Collana |
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Disciplina |
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Soggetti |
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Heads of state - Soviet Union |
Soviet Union History 1925-1953 |
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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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First published 2005 by Pearson Education. |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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Cover ; Half Title ; Title Page ; Copyright Page ; Table of Contents ; Preface; Chronology; 1. From Georgia to Russia; Soso; Koba; Stalin; 2. Revolution and Civil War; From February to October; Civil War; 3. Struggle for Power; The New Economic Policy; Battle Royal; 4. `Revolution from Above'; The Crisis of the NEP; Industrialisation and Collectivisation; 5. Famine and Terror; Famine; Great Terror; 6. War; Struggle for Survival; Uncertainty; War; 7. Twilight of the God; Victory; Cold War; Death; Conclusion; Bibliography; Index |
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Sommario/riassunto |
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<P>This profile looks at how Stalin, despite being regarded as intellectually inferior by his rivals, managed to rise to power and rule the largest country in the world, achievieving divine-like status as a dictator.</P><P>Through recently uncovered research material and Stalin's archives in Moscow, Kuromiya analyzes how and why Stalin was a rare, even unique, politician who literally lived by politics alone. He |
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analyses how Stalin understood psychology campaigns well and how he used this understanding in his political reign and terror. Kuromiya provides a convincing, concise and up-to-date an |
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