00743nam0-2200253 --450 991015825590332120200527091847.097890566272019789462082397201620170119d2010----km y0itay50 baengNL<<The >>landscape of contemporary infrastructureKelly Shannon, Marcel SmetsRotterdamNai publishers2010272 p.ill.28 cmShannon,Kelly740915Smets,Marcel39978ITUNINARICAUNIMARCBK9910158255903321D 813 CAN329/217DARPUDARPULandscape of contemporary infrastructure1469806UNINA01094nam a2200289 i 450099100381150970753620020509132600.0970521s1995 it ||| | ita 8822243641b11218575-39ule_instPARLA189082ExLDip.to Filosofiaita113.0902Peruzzi, Enrico157831La nave di Ermete :la cosmologia di Girolamo Fracastoro /Enrico Peruzzi[Firenze] :Olschki,[1995]119 p. ;24 cm.Quaderni di "Rinascimento" ;31CosmologiaFracastoro, Girolamo - Cosmologia.b1121857523-02-1701-07-02991003811509707536LE005 189 FRA02. PER01. 0112005000002922le005-E0.00-l- 00000.i1137208401-07-02LE009 Stor. 35-14912009000004214le009-E0.00-l- 00000.i1137209601-07-02Nave di Ermete479761UNISALENTOle005le00901-01-97ma -itait 3202007oam 2200493I 450 991015524090332120230803214411.01-4987-6335-91-315-38029-31-4987-6333-210.1201/9781315380292 (CKB)3710000000973697(MiAaPQ)EBC4771739(OCoLC)967412449(EXLCZ)99371000000097369720180706h20142014 uy 0engurcnu||||||||rdacontentrdamediardacarrierA factor model approach to derivative pricing /James A. Primbs, California State University, Fullerton, USABoca Raton, Florida :CRC Press,[2014]©20141 online resource (294 pages) illustrations"A Chapman & Hall book"--title page.1-138-42617-2 1-4987-6332-4 Includes bibliographical references and index.chapter 1. Building blocks and stochastic differential equation models -- chapter 2. Ito's Lemma -- chapter 3. Stochastic differential equations -- chapter 4. The factor model approach to arbitrage pricing -- chapter 5. Constructing a factor model pricing framework -- chapter 6. Equity derivatives -- chapter 7. Interest rate and credit derivatives -- chapter 8. Hedging -- chapter 9. Computation of solutions -- chapter 10. The road to risk neutrality.Derivative securitiesPricesDerivative securitiesMathematical modelsAssets (Accounting)Derivative securitiesPrices.Derivative securitiesMathematical models.Assets (Accounting)332.6457Primbs James A.1210699FlBoTFGFlBoTFGBOOK9910155240903321A factor model approach to derivative pricing2794439UNINA