LEADER 03288nam 22006254a 450 001 9910458470803321 005 20200520144314.0 010 $a1-281-05315-5 010 $a9786611053154 010 $a0-08-048809-9 035 $a(CKB)1000000000364782 035 $a(EBL)293958 035 $a(OCoLC)213298521 035 $a(SSID)ssj0000097659 035 $a(PQKBManifestationID)11113146 035 $a(PQKBTitleCode)TC0000097659 035 $a(PQKBWorkID)10120811 035 $a(PQKB)11290867 035 $a(MiAaPQ)EBC293958 035 $a(PPN)170264726 035 $a(Au-PeEL)EBL293958 035 $a(CaPaEBR)ebr10186472 035 $a(CaONFJC)MIL105315 035 $a(EXLCZ)991000000000364782 100 $a20050912d2006 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aAdvanced derivatives pricing and risk management$b[electronic resource] $etheory, tools and hands-on programming application /$fClaudio Albanese and Giuseppe Campolieti 210 $aAmsterdam ;$aBoston $cElsevier Academic Press$dc2006 215 $a1 online resource (435 p.) 225 1 $aAcademic Press advanced finance series 300 $aDescription based upon print version of record. 311 $a0-12-047682-7 320 $aIncludes bibliographical references (p. 399-405) and index. 327 $aPricing 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. 330 $aWritten by leading academics and practitioners in the field of financial mathematics, the purpose of this book is to provide a unique combination of some of the most important and relevant theoretical and practical tools from which any advanced undergraduate and graduate student, professional quant and researcher will benefit. This book stands out from all other existing books in quantitative finance from the sheer impressive range of ready-to-use software and accessible theoretical tools that are provided as a complete package. By proceeding from simple to complex, the authors cover core topi 410 0$aAcademic Press advanced finance series. 606 $aRisk management 606 $aDerivative securities$xPrices 608 $aElectronic books. 615 0$aRisk management. 615 0$aDerivative securities$xPrices. 676 $a332.64/57 700 $aAlbanese$b Claudio$0593407 701 $aCampolieti$b Giuseppe$0502036 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910458470803321 996 $aAdvanced derivatives pricing and risk management$9999514 997 $aUNINA LEADER 01236nam0-2200361 --450 001 9910673298303321 005 20230320102525.0 010 $a0256090890 035 $a(DLC) 90004656 100 $a20230320d1991----kmuy0itay5050----ba 101 0 $aeng 200 1 $aAccounting$ean international perspective : a supplement to introductory accounting textbooks /$fGerhard G. Mueller, Helen Gernon, Gary Meek 205 $a2nd ed. 210 $aHomewood, IL$cIrwin$dc1991 215 $axviii, 150 p.$cill. ;$d23 cm 225 1 $aIrwin perspectives in international business 320 $aIncludes bibliographical references and index. 610 0 $aInternational business enterprises Accounting 610 0 $aComparative accounting 610 0 $aAccounting Standards 676 $a657/.96 700 1$aMueller,$bGerhard G$0105562 701 1$aGernon,$bHelen Morsicato$f1946-$0551463 701 1$aMeek,$bGary K.$f1949-$0724409 801 0$aIT$bUNINA$gRICA$2UNIMARC 901 $aBK 912 $a9910673298303321 952 $aDEP-PLT3-22$b3453$fECA 955 $aCIP ver. br28 to SL 02-05-91 959 $aECA 991 $bc-GenColl$hHF5686.I56$iM835 1991$tCopy 1$wBOOKS 996 $aAccounting$91419349 997 $aUNINA