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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. |
UNINA9910146879503321 |
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Autore |
Thomas P. D. G (Peter David Garner), <1930-> |
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Titolo |
George III : king and politicians, 1760-1770 / / Peter D.G. Thomas |
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Pubbl/distr/stampa |
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Manchester ; ; New York, : Manchester University Press |
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New York, : Distributed exclusively in the USA by Palgrave, 2002 |
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Manchester : , : Manchester University Press, , [2018] |
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©2002 |
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ISBN |
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9786610719570 |
9781847795656 |
184779565X |
9781526137395 |
1526137399 |
9781781700310 |
1781700311 |
9781280719578 |
1280719575 |
9781847790569 |
1847790569 |
9781417590575 |
1417590572 |
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Edizione |
[1st ed.] |
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Descrizione fisica |
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1 online resource (ix, 262 pages) : digital file(s) |
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Disciplina |
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Soggetti |
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HISTORY / Europe / Great Britain / General |
Great Britain History George III, 1760-1820 |
Great Britain Kings and rulers Biography |
Great Britain Kings and rulers |
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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. [242]-254) and index. |
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Nota di contenuto |
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Intro -- Contents -- Preface -- 1 The parameters of politics -- 2 The political scenario in 1760 -- 3 Pitt and Newcastle (1760-1762): war and peace -- 4 The Bute ministry (1762-1763): peace and cider -- 5 The Grenville ministry (1763-1765): Wilkes and America -- 6 The first Rockingham ministry (1765-1766): the Stamp Act Crisis -- 7 The Chatham ministry I. The year of Charles Townshend (1766-1767): India and America -- 8 The Chatham ministry II. Grafton as caretaker (1767-1768): political re-alignments -- 9 The Grafton ministry (1768-1770): the Middlesex Election and the Townshend Duties Crisis -- 10 George III, Lord North and the defeat of 'faction' (1770) -- 11 Conclusion: factions or parties? -- Bibliography -- Index. |
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Sommario/riassunto |
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George III was a high-profile character in British history around whom rages a perennial dispute over his aims: did he seek to restore royal power or merely exercise his constitutional rights? This chronological survey covers the first ten years of his reign of power politics and policy-making. |
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