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Foundations and applications of the time value of money [[electronic resource] /] / Pamela P. Drake, Frank J. Fabozzi
| Foundations and applications of the time value of money [[electronic resource] /] / Pamela P. Drake, Frank J. Fabozzi |
| Autore | Peterson Drake Pamela <1954-> |
| Pubbl/distr/stampa | Hoboken, N.J., : John Wiley & Sons, c2009 |
| Descrizione fisica | 1 online resource (321 p.) |
| Disciplina |
332
332.4/1 |
| Altri autori (Persone) | FabozziFrank J |
| Collana | The Frank J. Fabozzi series |
| Soggetto topico |
Finance - Mathematical models
Money - Mathematical models Business mathematics Time - Economic aspects |
| ISBN |
0-470-52602-5
1-282-27994-7 9786612279942 1-118-26786-9 0-470-52600-9 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Foundations and Applications of the Time Value of Money; Contents; Preface; About the Authors; Introduction; OUTLINE OF THE BOOK; OUR APPROACH; THE KEYS TO LEARNING THE TIME VALUE OF MONEY; Part I: The Basics of the Time Value of Money; Chapter 1: The Value of Compounding; Chapter 2: Don't Discount Discounting; Chapter 3: Cash Happens; Chapter 4: Yielding for Yields; Part II: A Few Applications; Chapter 5: Loans; Chapter 6: Saving to Spend; Chapter 7: Values Tied to Bonds; Chapter 8: Taking Stock; Chapter 9: A Capital Idea; Chapter 10: Finance Fact or Fiction?
Appendix A: Using Financial CalculatorsPREPARING THE CALCULATOR; THE BASICS; FINANCIAL FUNCTIONS; TIPS; TROUBLESHOOTING PROBLEMS; Appendix B: Using Spreadsheets in Financial Calculations; THE BASICS; TIME VALUE OF MONEY FUNCTIONS; CASH FLOW FUNCTIONS; OTHER USEFUL FUNCTIONS FOR FINANCIAL MATHEMATICS; Appendix C: Formulas; NOTATION; CHAPTER 3; CHAPTER 4; CHAPTER 8; CHAPTER 9; Appendix D: Glossary; Appendix E: Solutions to End-of-Chapter Problems; Index |
| Record Nr. | UNINA-9910830248603321 |
Peterson Drake Pamela <1954->
|
||
| Hoboken, N.J., : John Wiley & Sons, c2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Foundations and applications of the time value of money [[electronic resource] /] / Pamela P. Drake, Frank J. Fabozzi
| Foundations and applications of the time value of money [[electronic resource] /] / Pamela P. Drake, Frank J. Fabozzi |
| Autore | Peterson Drake Pamela <1954-> |
| Pubbl/distr/stampa | Hoboken, N.J., : John Wiley & Sons, c2009 |
| Descrizione fisica | 1 online resource (321 p.) |
| Disciplina |
332
332.4/1 |
| Altri autori (Persone) | FabozziFrank J |
| Collana | The Frank J. Fabozzi series |
| Soggetto topico |
Finance - Mathematical models
Money - Mathematical models Business mathematics Time - Economic aspects |
| ISBN |
0-470-52602-5
1-282-27994-7 9786612279942 1-118-26786-9 0-470-52600-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Foundations and Applications of the Time Value of Money; Contents; Preface; About the Authors; Introduction; OUTLINE OF THE BOOK; OUR APPROACH; THE KEYS TO LEARNING THE TIME VALUE OF MONEY; Part I: The Basics of the Time Value of Money; Chapter 1: The Value of Compounding; Chapter 2: Don't Discount Discounting; Chapter 3: Cash Happens; Chapter 4: Yielding for Yields; Part II: A Few Applications; Chapter 5: Loans; Chapter 6: Saving to Spend; Chapter 7: Values Tied to Bonds; Chapter 8: Taking Stock; Chapter 9: A Capital Idea; Chapter 10: Finance Fact or Fiction?
Appendix A: Using Financial CalculatorsPREPARING THE CALCULATOR; THE BASICS; FINANCIAL FUNCTIONS; TIPS; TROUBLESHOOTING PROBLEMS; Appendix B: Using Spreadsheets in Financial Calculations; THE BASICS; TIME VALUE OF MONEY FUNCTIONS; CASH FLOW FUNCTIONS; OTHER USEFUL FUNCTIONS FOR FINANCIAL MATHEMATICS; Appendix C: Formulas; NOTATION; CHAPTER 3; CHAPTER 4; CHAPTER 8; CHAPTER 9; Appendix D: Glossary; Appendix E: Solutions to End-of-Chapter Problems; Index |
| Record Nr. | UNINA-9910840803203321 |
|
Peterson Drake Pamela <1954->
|
||
| Hoboken, N.J., : John Wiley & Sons, c2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Fourier transform methods in finance [[electronic resource] /] / Umberto Cherubini ... [et al.]
| Fourier transform methods in finance [[electronic resource] /] / Umberto Cherubini ... [et al.] |
| Pubbl/distr/stampa | Chichester ; ; [Hoboken, NJ], : John Wiley & Sons, c2010 |
| Descrizione fisica | 1 online resource (258 p.) |
| Disciplina | 332.01515723 |
| Altri autori (Persone) | CherubiniUmberto |
| Collana | The Wiley Finance Series |
| Soggetto topico |
Options (Finance) - Mathematical models
Securities - Prices - Mathematical models Finance - Mathematical models Fourier analysis |
| ISBN |
0-470-68492-5
1-119-20782-7 1-282-48313-7 9786612483134 0-470-68822-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Fourier Transform Methods in Finance; Contents; Preface; List of Symbols; 1 Fourier Pricing Methods; 2 The Dynamics of Asset Prices; 3 Non-stationary Market Dynamics; 4 Arbitrage-Free Pricing; 5 Generalized Functions; 6 The Fourier Transform; 7 Fourier Transforms at Work; Appendices; A Elements of Probability; B Elements of Complex Analysis; C Complex Integration; D Vector Spaces and Function Spaces; E The Fast Fourier Transform; F The Fractional Fast Fourier Transform; G Affine Models: The Path Integral Approach; Bibliography; Index |
| Record Nr. | UNINA-9910139507903321 |
| Chichester ; ; [Hoboken, NJ], : John Wiley & Sons, c2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Fourier transform methods in finance [[electronic resource] /] / Umberto Cherubini ... [et al.]
| Fourier transform methods in finance [[electronic resource] /] / Umberto Cherubini ... [et al.] |
| Pubbl/distr/stampa | Chichester ; ; [Hoboken, NJ], : John Wiley & Sons, c2010 |
| Descrizione fisica | 1 online resource (258 p.) |
| Disciplina | 332.01515723 |
| Altri autori (Persone) | CherubiniUmberto |
| Collana | The Wiley Finance Series |
| Soggetto topico |
Options (Finance) - Mathematical models
Securities - Prices - Mathematical models Finance - Mathematical models Fourier analysis |
| ISBN |
0-470-68492-5
1-119-20782-7 1-282-48313-7 9786612483134 0-470-68822-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Fourier Transform Methods in Finance; Contents; Preface; List of Symbols; 1 Fourier Pricing Methods; 2 The Dynamics of Asset Prices; 3 Non-stationary Market Dynamics; 4 Arbitrage-Free Pricing; 5 Generalized Functions; 6 The Fourier Transform; 7 Fourier Transforms at Work; Appendices; A Elements of Probability; B Elements of Complex Analysis; C Complex Integration; D Vector Spaces and Function Spaces; E The Fast Fourier Transform; F The Fractional Fast Fourier Transform; G Affine Models: The Path Integral Approach; Bibliography; Index |
| Record Nr. | UNINA-9910826274803321 |
| Chichester ; ; [Hoboken, NJ], : John Wiley & Sons, c2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Frequently asked questions in quantitative finance [[electronic resource] ] : including key models, important formulae, popular contracts, essays and opinions, a history of quantitative finance, sundry lists, the commonest mistakes in quant finance, brainteasers, plenty of straight-talking, the Modellers ́Manifesto and lots more / / by Paul Wilmott
| Frequently asked questions in quantitative finance [[electronic resource] ] : including key models, important formulae, popular contracts, essays and opinions, a history of quantitative finance, sundry lists, the commonest mistakes in quant finance, brainteasers, plenty of straight-talking, the Modellers ́Manifesto and lots more / / by Paul Wilmott |
| Autore | Wilmott Paul |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | New York, : Wiley, 2009 |
| Descrizione fisica | 1 online resource (624 p.) |
| Disciplina | 332.60151 |
| Soggetto topico |
Finance - Mathematical models
Investments - Mathematical models Options (Finance) - Mathematical models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-282-48309-9
9786612483097 0-470-68514-X 0-470-68275-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Frequently Asked Questions In Quantitative Finance; Contents; Preface to the Second Edition; Preface to the First Edition; 1 The Quantitative Finance Timeline; 2 FAQs; 3 The Financial Modelers' Manifesto; 4 Essays; 5 The Commonest Mistakes in Quantitative Finance: A Dozen Basic Lessons in Commonsense for Quants and Risk Managers and the Traders Who Rely on Them; 6 The Most Popular Probability Distributions and Their Uses in Finance; 7 Twelve Different Ways to Derive Black-Scholes; 8 Models and Equations; 9 The Black-Scholes Formulæ and the Greeks; 10 Common Contracts; 11 Popular Quant Books
12 The Most Popular Search Words and Phrases on Wilmott.com 13 Brainteasers; 14 Paul & Dominic's Guide to Getting a Quant Job; Index |
| Record Nr. | UNINA-9910457344603321 |
|
Wilmott Paul
|
||
| New York, : Wiley, 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Frequently asked questions in quantitative finance [[electronic resource] ] : including key models, important formulae, popular contracts, essays and opinions, a history of quantitative finance, sundry lists, the commonest mistakes in quant finance, brainteasers, plenty of straight-talking, the Modellers ́Manifesto and lots more / / by Paul Wilmott
| Frequently asked questions in quantitative finance [[electronic resource] ] : including key models, important formulae, popular contracts, essays and opinions, a history of quantitative finance, sundry lists, the commonest mistakes in quant finance, brainteasers, plenty of straight-talking, the Modellers ́Manifesto and lots more / / by Paul Wilmott |
| Autore | Wilmott Paul |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | New York, : Wiley, 2009 |
| Descrizione fisica | 1 online resource (624 p.) |
| Disciplina | 332.60151 |
| Soggetto topico |
Finance - Mathematical models
Investments - Mathematical models Options (Finance) - Mathematical models |
| ISBN |
1-282-48309-9
9786612483097 0-470-68514-X 0-470-68275-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Frequently Asked Questions In Quantitative Finance; Contents; Preface to the Second Edition; Preface to the First Edition; 1 The Quantitative Finance Timeline; 2 FAQs; 3 The Financial Modelers' Manifesto; 4 Essays; 5 The Commonest Mistakes in Quantitative Finance: A Dozen Basic Lessons in Commonsense for Quants and Risk Managers and the Traders Who Rely on Them; 6 The Most Popular Probability Distributions and Their Uses in Finance; 7 Twelve Different Ways to Derive Black-Scholes; 8 Models and Equations; 9 The Black-Scholes Formulæ and the Greeks; 10 Common Contracts; 11 Popular Quant Books
12 The Most Popular Search Words and Phrases on Wilmott.com 13 Brainteasers; 14 Paul & Dominic's Guide to Getting a Quant Job; Index |
| Record Nr. | UNINA-9910781080503321 |
|
Wilmott Paul
|
||
| New York, : Wiley, 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Frequently asked questions in quantitative finance [[electronic resource] ] : including key models, important formulae, popular contracts, essays and opinions, a history of quantitative finance, sundry lists, the commonest mistakes in quant finance, brainteasers, plenty of straight-talking, the Modellers ́Manifesto and lots more / / by Paul Wilmott
| Frequently asked questions in quantitative finance [[electronic resource] ] : including key models, important formulae, popular contracts, essays and opinions, a history of quantitative finance, sundry lists, the commonest mistakes in quant finance, brainteasers, plenty of straight-talking, the Modellers ́Manifesto and lots more / / by Paul Wilmott |
| Autore | Wilmott Paul |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | New York, : Wiley, 2009 |
| Descrizione fisica | 1 online resource (624 p.) |
| Disciplina | 332.60151 |
| Soggetto topico |
Finance - Mathematical models
Investments - Mathematical models Options (Finance) - Mathematical models |
| ISBN |
1-282-48309-9
9786612483097 0-470-68514-X 0-470-68275-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Frequently Asked Questions In Quantitative Finance; Contents; Preface to the Second Edition; Preface to the First Edition; 1 The Quantitative Finance Timeline; 2 FAQs; 3 The Financial Modelers' Manifesto; 4 Essays; 5 The Commonest Mistakes in Quantitative Finance: A Dozen Basic Lessons in Commonsense for Quants and Risk Managers and the Traders Who Rely on Them; 6 The Most Popular Probability Distributions and Their Uses in Finance; 7 Twelve Different Ways to Derive Black-Scholes; 8 Models and Equations; 9 The Black-Scholes Formulæ and the Greeks; 10 Common Contracts; 11 Popular Quant Books
12 The Most Popular Search Words and Phrases on Wilmott.com 13 Brainteasers; 14 Paul & Dominic's Guide to Getting a Quant Job; Index |
| Record Nr. | UNINA-9910828351303321 |
|
Wilmott Paul
|
||
| New York, : Wiley, 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Frontiers in quantitative finance [[electronic resource] ] : volatility and credit risk modeling / / Rama Cont, editor
| Frontiers in quantitative finance [[electronic resource] ] : volatility and credit risk modeling / / Rama Cont, editor |
| Pubbl/distr/stampa | Hoboken, N.J., : John Wiley & Sons, c2009 |
| Descrizione fisica | 1 online resource (319 p.) |
| Disciplina | 332.015195 |
| Altri autori (Persone) | ContRama |
| Collana | Wiley finance series |
| Soggetto topico |
Finance - Mathematical models
Derivative securities - Mathematical models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
0-470-45680-9
1-281-93865-3 9786611938659 1-118-26691-9 0-470-40716-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Frontiers in Quantitative Finance: Volatility and Credit Risk Modeling; Contents; Preface; About the Editor; About the Contributors; Part I: Option Pricing and Volatility Modeling; Chapter 1: A Moment Approach to Static Arbitrage; Chapter 2: On Black-Scholes Implied Volatility at Extreme Strikes; Chapter 3: Dynamic Properties of Smile Models; Chapter 4: A Geometric Approach to the Asymptotics of Implied Volatility; Chapter 5: Pricing, Hedging, and Calibration in Jump-Diffusion Models; Part II: Credit Risk; Chapter 6: Modeling Credit Risk
Chapter 7: An Overview of Factor Modeling for CDO PricingChapter 8: Factor Distributions Implied by Quoted CDO Spreads; Chapter 9: Pricing CDOs with a Smile: The Local Correlation Model; Chapter 10: Portfolio Credit Risk: Top-Down versus Bottom-Up Approaches; Chapter 11: Forward Equations for Portfolio Credit Derivatives; Index |
| Record Nr. | UNINA-9910144129203321 |
| Hoboken, N.J., : John Wiley & Sons, c2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Frontiers in quantitative finance [[electronic resource] ] : volatility and credit risk modeling / / Rama Cont, editor
| Frontiers in quantitative finance [[electronic resource] ] : volatility and credit risk modeling / / Rama Cont, editor |
| Pubbl/distr/stampa | Hoboken, N.J., : John Wiley & Sons, c2009 |
| Descrizione fisica | 1 online resource (319 p.) |
| Disciplina | 332.015195 |
| Altri autori (Persone) | ContRama |
| Collana | Wiley finance series |
| Soggetto topico |
Finance - Mathematical models
Derivative securities - Mathematical models |
| ISBN |
0-470-45680-9
1-281-93865-3 9786611938659 1-118-26691-9 0-470-40716-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Frontiers in Quantitative Finance: Volatility and Credit Risk Modeling; Contents; Preface; About the Editor; About the Contributors; Part I: Option Pricing and Volatility Modeling; Chapter 1: A Moment Approach to Static Arbitrage; Chapter 2: On Black-Scholes Implied Volatility at Extreme Strikes; Chapter 3: Dynamic Properties of Smile Models; Chapter 4: A Geometric Approach to the Asymptotics of Implied Volatility; Chapter 5: Pricing, Hedging, and Calibration in Jump-Diffusion Models; Part II: Credit Risk; Chapter 6: Modeling Credit Risk
Chapter 7: An Overview of Factor Modeling for CDO PricingChapter 8: Factor Distributions Implied by Quoted CDO Spreads; Chapter 9: Pricing CDOs with a Smile: The Local Correlation Model; Chapter 10: Portfolio Credit Risk: Top-Down versus Bottom-Up Approaches; Chapter 11: Forward Equations for Portfolio Credit Derivatives; Index |
| Record Nr. | UNINA-9910830550603321 |
| Hoboken, N.J., : John Wiley & Sons, c2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Frontiers in quantitative finance [[electronic resource] ] : volatility and credit risk modeling / / Rama Cont, editor
| Frontiers in quantitative finance [[electronic resource] ] : volatility and credit risk modeling / / Rama Cont, editor |
| Pubbl/distr/stampa | Hoboken, N.J., : John Wiley & Sons, c2009 |
| Descrizione fisica | 1 online resource (319 p.) |
| Disciplina | 332.015195 |
| Altri autori (Persone) | ContRama |
| Collana | Wiley finance series |
| Soggetto topico |
Finance - Mathematical models
Derivative securities - Mathematical models |
| ISBN |
0-470-45680-9
1-281-93865-3 9786611938659 1-118-26691-9 0-470-40716-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Frontiers in Quantitative Finance: Volatility and Credit Risk Modeling; Contents; Preface; About the Editor; About the Contributors; Part I: Option Pricing and Volatility Modeling; Chapter 1: A Moment Approach to Static Arbitrage; Chapter 2: On Black-Scholes Implied Volatility at Extreme Strikes; Chapter 3: Dynamic Properties of Smile Models; Chapter 4: A Geometric Approach to the Asymptotics of Implied Volatility; Chapter 5: Pricing, Hedging, and Calibration in Jump-Diffusion Models; Part II: Credit Risk; Chapter 6: Modeling Credit Risk
Chapter 7: An Overview of Factor Modeling for CDO PricingChapter 8: Factor Distributions Implied by Quoted CDO Spreads; Chapter 9: Pricing CDOs with a Smile: The Local Correlation Model; Chapter 10: Portfolio Credit Risk: Top-Down versus Bottom-Up Approaches; Chapter 11: Forward Equations for Portfolio Credit Derivatives; Index |
| Record Nr. | UNINA-9910840993603321 |
| Hoboken, N.J., : John Wiley & Sons, c2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
