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Financial modelling in practice [[electronic resource] ] : a concise guide for intermediate and advanced level / / Michael Rees
| Financial modelling in practice [[electronic resource] ] : a concise guide for intermediate and advanced level / / Michael Rees |
| Autore | Rees Michael <1964-> |
| Pubbl/distr/stampa | Hoboken, NJ, : Wiley, c2008 |
| Descrizione fisica | 1 online resource (294 p.) |
| Disciplina | 332.01/51 |
| Collana | Wiley finance series |
| Soggetto topico |
Finance - Mathematical models
Corporations - Finance - Mathematical models Options (Finance) - Mathematical models |
| ISBN |
1-119-99520-5
1-118-37465-7 1-282-54884-0 9786612548840 0-470-74055-8 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Financial Modelling in Practice; Contents; Background, Objectives and Approach; About the Author; Acknowledgements; 1 Building Blocks: Selected Excel Functions and Tools; 2 Principles of Modelling; 3 Financial Statement, Cash Flow and Valuation Modelling; 4 Risk Modelling; 5 Introduction to Options and Real Options Modelling; 6 VBA for Financial Modelling; Further Reading; Index |
| Record Nr. | UNINA-9910139505503321 |
Rees Michael <1964->
|
||
| Hoboken, NJ, : Wiley, c2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Financial modelling in practice [[electronic resource] ] : a concise guide for intermediate and advanced level / / Michael Rees
| Financial modelling in practice [[electronic resource] ] : a concise guide for intermediate and advanced level / / Michael Rees |
| Autore | Rees Michael <1964-> |
| Pubbl/distr/stampa | Hoboken, NJ, : Wiley, c2008 |
| Descrizione fisica | 1 online resource (294 p.) |
| Disciplina | 332.01/51 |
| Collana | Wiley finance series |
| Soggetto topico |
Finance - Mathematical models
Corporations - Finance - Mathematical models Options (Finance) - Mathematical models |
| ISBN |
1-119-99520-5
1-118-37465-7 1-282-54884-0 9786612548840 0-470-74055-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Financial Modelling in Practice; Contents; Background, Objectives and Approach; About the Author; Acknowledgements; 1 Building Blocks: Selected Excel Functions and Tools; 2 Principles of Modelling; 3 Financial Statement, Cash Flow and Valuation Modelling; 4 Risk Modelling; 5 Introduction to Options and Real Options Modelling; 6 VBA for Financial Modelling; Further Reading; Index |
| Record Nr. | UNINA-9910820234903321 |
|
Rees Michael <1964->
|
||
| Hoboken, NJ, : Wiley, c2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Forecasting volatility in the financial markets [[electronic resource] /] / edited by John Knight, Stephen Satchell
| Forecasting volatility in the financial markets [[electronic resource] /] / edited by John Knight, Stephen Satchell |
| Edizione | [3rd ed.] |
| Pubbl/distr/stampa | Amsterdam ; ; Boston, : Butterworth-Heinemann, 2007 |
| Descrizione fisica | 1 online resource (428 p.) |
| Disciplina | 332.66/2042 |
| Altri autori (Persone) |
KnightJohn L
SatchellS (Stephen) |
| Collana | Quantitative finance series |
| Soggetto topico |
Options (Finance) - Mathematical models
Securities - Prices - Mathematical models Stock price forecasting - Mathematical models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-280-96289-5
9786610962891 0-08-047142-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front Cover; Forecasting Volatility in the Financial Markets; Copyright Page; Table of Contents; List of contributors; Preface to Third Edition; Introduction; Chapter 1 Volatility modelling and forecasting in finance; 1.1 Introduction; 1.2 Autoregressive moving average models; 1.3 Changes in volatility; 1.3.1 Volatility in financial time series: stylized facts; 1.3.2 The basic set-up; 1.4 ARCH models; 1.4.1 Generalized ARCH; 1.4.2 Integrated ARCH; 1.4.3 Exponential ARCH; 1.4.4 ARCH-M model; 1.4.5 Fractionally integrated ARCH; 1.4.6 Other univariate ARCH formulations
1.4.7 Multivariate ARCH models1.5 Stochastic variance models; 1.5.1 From continuous time financial models to discrete time SV models; 1.5.2 Persistence and the SV model; 1.5.3 Long memory SV models; 1.5.4 Risk-return trade-off in SV models; 1.5.5 Multivariate SV models; 1.6 Structural changes in the underlying process; 1.6.1 Regime switching models; 1.6.2 Extensions of the regime switching models; 1.7 Threshold models; 1.7.1 Self-exciting threshold models; 1.7.2 Open loop threshold models; 1.7.3 Closed loop threshold models; 1.7.4 Smooth threshold autoregressive models 1.7.5 Identification in SETAR models1.7.6 A threshold AR(1) model; 1.7.7 A threshold MA model; 1.7.8 Threshold models and asymmetries in volatility; 1.7.9 Testing for non-linearity; 1.7.10 Threshold estimation and prediction of TAR models; 1.8 Volatility forecasting; 1.8.1 Volatility forecasting based on time-series models; 1.8.2 Volatility forecasting based on option ISD (Implied Standard Deviation); 1.9 Conclusion; References and further reading; Notes; Chapter 2 What good is a volatility model?; Abstract; 2.1 Introduction; 2.1.1 Notation; 2.1.2 Types of volatility models 2.2 Stylized facts about asset price volatility2.2.1 Volatility exhibits persistence; 2.2.2 Volatility is mean reverting; 2.2.3 Innovations may have an asymmetric impact on volatility; 2.2.4 Exogenous variables may influence volatility; 2.2.5 Tail probabilities; 2.2.6 Forecast evaluation; 2.3 An empirical example; 2.3.1 Summary of the data; 2.3.2 A volatility model; 2.3.3 Mean reversion and persistence in volatility; 2.3.4 An asymmetric volatility model; 2.3.5 A model with exogenous volatility regressors; 2.3.6 Aggregation of volatility models 2.4 Conclusions and challenges for future researchReferences; Notes; Chapter 3 Applications of portfolio variety; Abstract; 3.1 Introduction; 3.2 Some applications of variety; 3.3 Empirical research on variety; 3.4 Variety and risk estimation; 3.5 Variety as an explanation of active management styles; 3.6 Summary; References; Chapter 4 A comparison of the properties of realized variance for the FTSE 100 and FTSE 250 equity indices; 4.1 Introduction; 4.2 Data; 4.3 Theory and empirical methodology; 4.3.1 Realized variance; 4.3.2 Optimal sampling frequency; 4.3.3 Estimation; 4.3.4 Forecasting 4.4 Initial data analysis |
| Record Nr. | UNINA-9910457681603321 |
| Amsterdam ; ; Boston, : Butterworth-Heinemann, 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Forecasting volatility in the financial markets [[electronic resource] /] / edited by John Knight, Stephen Satchell
| Forecasting volatility in the financial markets [[electronic resource] /] / edited by John Knight, Stephen Satchell |
| Edizione | [3rd ed.] |
| Pubbl/distr/stampa | Amsterdam ; ; Boston, : Butterworth-Heinemann, 2007 |
| Descrizione fisica | 1 online resource (428 p.) |
| Disciplina | 332.66/2042 |
| Altri autori (Persone) |
KnightJohn L
SatchellStephen <1949-> |
| Collana | Quantitative finance series |
| Soggetto topico |
Options (Finance) - Mathematical models
Securities - Prices - Mathematical models Stock price forecasting - Mathematical models |
| ISBN |
1-280-96289-5
9786610962891 0-08-047142-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front Cover; Forecasting Volatility in the Financial Markets; Copyright Page; Table of Contents; List of contributors; Preface to Third Edition; Introduction; Chapter 1 Volatility modelling and forecasting in finance; 1.1 Introduction; 1.2 Autoregressive moving average models; 1.3 Changes in volatility; 1.3.1 Volatility in financial time series: stylized facts; 1.3.2 The basic set-up; 1.4 ARCH models; 1.4.1 Generalized ARCH; 1.4.2 Integrated ARCH; 1.4.3 Exponential ARCH; 1.4.4 ARCH-M model; 1.4.5 Fractionally integrated ARCH; 1.4.6 Other univariate ARCH formulations
1.4.7 Multivariate ARCH models1.5 Stochastic variance models; 1.5.1 From continuous time financial models to discrete time SV models; 1.5.2 Persistence and the SV model; 1.5.3 Long memory SV models; 1.5.4 Risk-return trade-off in SV models; 1.5.5 Multivariate SV models; 1.6 Structural changes in the underlying process; 1.6.1 Regime switching models; 1.6.2 Extensions of the regime switching models; 1.7 Threshold models; 1.7.1 Self-exciting threshold models; 1.7.2 Open loop threshold models; 1.7.3 Closed loop threshold models; 1.7.4 Smooth threshold autoregressive models 1.7.5 Identification in SETAR models1.7.6 A threshold AR(1) model; 1.7.7 A threshold MA model; 1.7.8 Threshold models and asymmetries in volatility; 1.7.9 Testing for non-linearity; 1.7.10 Threshold estimation and prediction of TAR models; 1.8 Volatility forecasting; 1.8.1 Volatility forecasting based on time-series models; 1.8.2 Volatility forecasting based on option ISD (Implied Standard Deviation); 1.9 Conclusion; References and further reading; Notes; Chapter 2 What good is a volatility model?; Abstract; 2.1 Introduction; 2.1.1 Notation; 2.1.2 Types of volatility models 2.2 Stylized facts about asset price volatility2.2.1 Volatility exhibits persistence; 2.2.2 Volatility is mean reverting; 2.2.3 Innovations may have an asymmetric impact on volatility; 2.2.4 Exogenous variables may influence volatility; 2.2.5 Tail probabilities; 2.2.6 Forecast evaluation; 2.3 An empirical example; 2.3.1 Summary of the data; 2.3.2 A volatility model; 2.3.3 Mean reversion and persistence in volatility; 2.3.4 An asymmetric volatility model; 2.3.5 A model with exogenous volatility regressors; 2.3.6 Aggregation of volatility models 2.4 Conclusions and challenges for future researchReferences; Notes; Chapter 3 Applications of portfolio variety; Abstract; 3.1 Introduction; 3.2 Some applications of variety; 3.3 Empirical research on variety; 3.4 Variety and risk estimation; 3.5 Variety as an explanation of active management styles; 3.6 Summary; References; Chapter 4 A comparison of the properties of realized variance for the FTSE 100 and FTSE 250 equity indices; 4.1 Introduction; 4.2 Data; 4.3 Theory and empirical methodology; 4.3.1 Realized variance; 4.3.2 Optimal sampling frequency; 4.3.3 Estimation; 4.3.4 Forecasting 4.4 Initial data analysis |
| Record Nr. | UNINA-9910784357303321 |
| Amsterdam ; ; Boston, : Butterworth-Heinemann, 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Forecasting volatility in the financial markets [[electronic resource] /] / edited by John Knight, Stephen Satchell
| Forecasting volatility in the financial markets [[electronic resource] /] / edited by John Knight, Stephen Satchell |
| Edizione | [3rd ed.] |
| Pubbl/distr/stampa | Amsterdam ; ; Boston, : Butterworth-Heinemann, 2007 |
| Descrizione fisica | 1 online resource (428 p.) |
| Disciplina | 332.66/2042 |
| Altri autori (Persone) |
KnightJohn L
SatchellStephen <1949-> |
| Collana | Quantitative finance series |
| Soggetto topico |
Options (Finance) - Mathematical models
Securities - Prices - Mathematical models Stock price forecasting - Mathematical models |
| ISBN |
1-280-96289-5
9786610962891 0-08-047142-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front Cover; Forecasting Volatility in the Financial Markets; Copyright Page; Table of Contents; List of contributors; Preface to Third Edition; Introduction; Chapter 1 Volatility modelling and forecasting in finance; 1.1 Introduction; 1.2 Autoregressive moving average models; 1.3 Changes in volatility; 1.3.1 Volatility in financial time series: stylized facts; 1.3.2 The basic set-up; 1.4 ARCH models; 1.4.1 Generalized ARCH; 1.4.2 Integrated ARCH; 1.4.3 Exponential ARCH; 1.4.4 ARCH-M model; 1.4.5 Fractionally integrated ARCH; 1.4.6 Other univariate ARCH formulations
1.4.7 Multivariate ARCH models1.5 Stochastic variance models; 1.5.1 From continuous time financial models to discrete time SV models; 1.5.2 Persistence and the SV model; 1.5.3 Long memory SV models; 1.5.4 Risk-return trade-off in SV models; 1.5.5 Multivariate SV models; 1.6 Structural changes in the underlying process; 1.6.1 Regime switching models; 1.6.2 Extensions of the regime switching models; 1.7 Threshold models; 1.7.1 Self-exciting threshold models; 1.7.2 Open loop threshold models; 1.7.3 Closed loop threshold models; 1.7.4 Smooth threshold autoregressive models 1.7.5 Identification in SETAR models1.7.6 A threshold AR(1) model; 1.7.7 A threshold MA model; 1.7.8 Threshold models and asymmetries in volatility; 1.7.9 Testing for non-linearity; 1.7.10 Threshold estimation and prediction of TAR models; 1.8 Volatility forecasting; 1.8.1 Volatility forecasting based on time-series models; 1.8.2 Volatility forecasting based on option ISD (Implied Standard Deviation); 1.9 Conclusion; References and further reading; Notes; Chapter 2 What good is a volatility model?; Abstract; 2.1 Introduction; 2.1.1 Notation; 2.1.2 Types of volatility models 2.2 Stylized facts about asset price volatility2.2.1 Volatility exhibits persistence; 2.2.2 Volatility is mean reverting; 2.2.3 Innovations may have an asymmetric impact on volatility; 2.2.4 Exogenous variables may influence volatility; 2.2.5 Tail probabilities; 2.2.6 Forecast evaluation; 2.3 An empirical example; 2.3.1 Summary of the data; 2.3.2 A volatility model; 2.3.3 Mean reversion and persistence in volatility; 2.3.4 An asymmetric volatility model; 2.3.5 A model with exogenous volatility regressors; 2.3.6 Aggregation of volatility models 2.4 Conclusions and challenges for future researchReferences; Notes; Chapter 3 Applications of portfolio variety; Abstract; 3.1 Introduction; 3.2 Some applications of variety; 3.3 Empirical research on variety; 3.4 Variety and risk estimation; 3.5 Variety as an explanation of active management styles; 3.6 Summary; References; Chapter 4 A comparison of the properties of realized variance for the FTSE 100 and FTSE 250 equity indices; 4.1 Introduction; 4.2 Data; 4.3 Theory and empirical methodology; 4.3.1 Realized variance; 4.3.2 Optimal sampling frequency; 4.3.3 Estimation; 4.3.4 Forecasting 4.4 Initial data analysis |
| Record Nr. | UNINA-9910824456303321 |
| Amsterdam ; ; Boston, : Butterworth-Heinemann, 2007 | ||
| 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 | ||
| ||
