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1. |
Record Nr. |
UNINA9910962707303321 |
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Autore |
Albanese Claudio |
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Titolo |
Advanced derivatives pricing and risk management : 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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9786611053154 |
9781281053152 |
1281053155 |
9780080488097 |
0080488099 |
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Edizione |
[1st ed.] |
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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 |
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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 |
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from the sheer impressive range of ready-to-use software and 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. |
UNINA9910985880603321 |
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Autore |
Słowikowski Michał |
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Titolo |
Jedna Rosja w systemie politycznym Federacji Rosyjskiej / Michał Słowikowski |
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Pubbl/distr/stampa |
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Łódź [Poland], : Wydawnictwo Uniwersytetu Łódzkiego, 2018 |
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ISBN |
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Descrizione fisica |
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1 online resource (1 p. 550) |
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Soggetti |
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Politics / Political Sciences |
Government/Political systems |
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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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Sommario/riassunto |
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The starting point in this discussion on the place and role of United Russia in the political system of the Russian Federation in the years 2001–2016 is the premise that it is a specific party type within the family of authoritarian parties. Its basic characteristics are direct ties with the ruling faction – the real decision-making centre within a particular political system – and a stabilizing influence over an authoritarian regime. This type of authoritarian parties is internally heterogeneous because parties differ in their actual contribution to the stabilization of an authoritarian system and in the degree of their internal and external institutonalisation, mainly with respect to decision-making autonomy and systemic structure. Consequently, two party types can be distinguished: the dominant type and the ruling type. United Russia has not acquired any typical features of a perfect dominant party in the 15 years of its existence. It has definitively come closer in that period to an ideal type of a ruling party, even though it differed from the ruling parties of the Russian political system in the 1990s. Considering the degree of its institutonalisation and the range |
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