LEADER 01424nam a2200313 a 4500 001 991004031159707536 008 020 $a3540639373 035 $ab11901238-39ule_inst 082 0 $a530.411 084 $aLC QC20.7.D43 084 $a53.1.64 084 $a53.5 111 2 $aChris Engelbrecht Summer School on Theoretical Physics$n<10th ;$d1997 ;$cCape Town, South Africa>$0532768 245 10$aDensity functionals :$btheory and applications : proceedings of the Tenth Chris Engelbrecht Summer School in Theoretical Physics held at Meerensee, near Cape Town South Africa, 19-29 January 1997 /$cDaniel Joubert, (ed.) 260 $aBerlin ;$aNew York :$bSpringer,$cc1998 300 $axvi, 194 p.:$bill. ;$c24 cm. 490 0 $aLecture notes in physics,$x0075-8450 ;$v500 504 $aIncludes bibliographical references and index. 650 0$aDensity functionals$xCongresses 650 0$aElectrons-Mathematics$xCongresses 650 0$aMathematical physics$xCongresses 700 1 $aJoubert, Daniel$eauthor$4http://id.loc.gov/vocabulary/relators/aut$0351056 907 $a.b11901238$b28-04-17$c28-02-03 912 $a991004031159707536 945 $aLE006 53.1.64 JOU$g1$i2006000088305$lle006$o-$pE48.76$q-$rl$s- $t0$u4$v0$w4$x0$y.i12164288$z28-02-03 996 $aDensity functionals$91454880 997 $aUNISALENTO 998 $ale006$b28-02-03$cm$da $e-$feng$ggw $h0$i1 LEADER 03429nam 22006375 450 001 9910683341103321 005 20251008162048.0 010 $a3-031-23870-2 024 7 $a10.1007/978-3-031-23870-3 035 $a(MiAaPQ)EBC7219455 035 $a(Au-PeEL)EBL7219455 035 $a(OCoLC)1374034921 035 $a(DE-He213)978-3-031-23870-3 035 $a(CKB)26313114400041 035 $a(EXLCZ)9926313114400041 100 $a20230323d2023 u| 0 101 0 $aeng 135 $aurcnu|||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 14$aThe Art of Quantitative Finance Vol.2 $eVolatilities, Stochastic Analysis and Valuation Tools /$fby Gerhard Larcher 205 $a1st ed. 2023. 210 1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2023. 215 $a1 online resource (363 pages) 225 1 $aSpringer Texts in Business and Economics,$x2192-4341 311 08$aPrint version: Larcher, Gerhard The Art of Quantitative Finance Vol. 2 Cham : Springer International Publishing AG,c2023 9783031238697 327 $aVolatilities -- Extensions of the Black-Scholes theory to other types of options (futures options, currency options, American options, path-dependent options, multi-asset options) -- Fundamentals: stochastic analysis and applications, interest rate dynamics, and basic principles of pricing interest rate derivatives. 330 $aThis textbook provides the necessary techniques from financial mathematics and stochastic analysis for the valuation of more complex financial products and strategies. The author discusses how to make use of mathematical methods to analyse volatilities in capital markets. Furthermore, he illustrates how to apply and extend the Black-Scholes theory to several fields in finance. In the final section of the book, the author introduces the readers to the fundamentals of stochastic analysis and presents examples of applications. This book builds on the previous volume of the author?s trilogy on quantitative finance. The aim of the second volume is to present and discuss more complex and advanced techniques of modern financial mathematics in a way that is intuitive and easy to follow. As in the previous volume, the author provides financial mathematicians with insights into practical requirements when applying financial mathematical techniques in the real world. 410 0$aSpringer Texts in Business and Economics,$x2192-4341 606 $aFinancial engineering 606 $aCapital market 606 $aSocial sciences$xMathematics 606 $aFinancial risk management 606 $aFinancial Engineering 606 $aCapital Markets 606 $aMathematics in Business, Economics and Finance 606 $aRisk Management 615 0$aFinancial engineering. 615 0$aCapital market. 615 0$aSocial sciences$xMathematics. 615 0$aFinancial risk management. 615 14$aFinancial Engineering. 615 24$aCapital Markets. 615 24$aMathematics in Business, Economics and Finance. 615 24$aRisk Management. 676 $a332.015195 676 $a332.015 700 $aLarcher$b Gerhard$0299542 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910683341103321 996 $aThe Art of Quantitative Finance Vol.2$94451773 997 $aUNINA