Info
- Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.
Advanced derivatives pricing and risk management [[electronic resource] ] : theory, tools and hands-on programming application / / Claudio Albanese and Giuseppe Campolieti
| Advanced derivatives pricing and risk management [[electronic resource] ] : theory, tools and hands-on programming application / / Claudio Albanese and Giuseppe Campolieti |
| Autore | Albanese Claudio |
| Pubbl/distr/stampa | Amsterdam ; ; Boston, : Elsevier Academic Press, c2006 |
| Descrizione fisica | 1 online resource (435 p.) |
| Disciplina | 332.64/57 |
| Altri autori (Persone) | CampolietiGiuseppe |
| Collana | Academic Press advanced finance series |
| Soggetto topico |
Risk management
Derivative securities - Prices |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-281-05315-5
9786611053154 0-08-048809-9 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Pricing 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. |
| Record Nr. | UNINA-9910458470803321 |
Albanese Claudio
|
||
| Amsterdam ; ; Boston, : Elsevier Academic Press, c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Advanced derivatives pricing and risk management [[electronic resource] ] : theory, tools and hands-on programming application / / Claudio Albanese and Giuseppe Campolieti
| Advanced derivatives pricing and risk management [[electronic resource] ] : theory, tools and hands-on programming application / / Claudio Albanese and Giuseppe Campolieti |
| Autore | Albanese Claudio |
| Pubbl/distr/stampa | Amsterdam ; ; Boston, : Elsevier Academic Press, c2006 |
| Descrizione fisica | 1 online resource (435 p.) |
| Disciplina | 332.64/57 |
| Altri autori (Persone) | CampolietiGiuseppe |
| Collana | Academic Press advanced finance series |
| Soggetto topico |
Risk management
Derivative securities - Prices |
| ISBN |
1-281-05315-5
9786611053154 0-08-048809-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Pricing 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. |
| Record Nr. | UNINA-9910784545903321 |
|
Albanese Claudio
|
||
| Amsterdam ; ; Boston, : Elsevier Academic Press, c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Advanced derivatives pricing and risk management : theory, tools and hands-on programming application / / Claudio Albanese and Giuseppe Campolieti
| Advanced derivatives pricing and risk management : theory, tools and hands-on programming application / / Claudio Albanese and Giuseppe Campolieti |
| Autore | Albanese Claudio |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Amsterdam ; ; Boston, : Elsevier Academic Press, c2006 |
| Descrizione fisica | 1 online resource (435 p.) |
| Disciplina | 332.64/57 |
| Altri autori (Persone) | CampolietiGiuseppe |
| Collana | Academic Press advanced finance series |
| Soggetto topico |
Risk management
Derivative securities - Prices |
| ISBN |
1-281-05315-5
9786611053154 0-08-048809-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Pricing 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. |
| Record Nr. | UNINA-9910817459403321 |
|
Albanese Claudio
|
||
| Amsterdam ; ; Boston, : Elsevier Academic Press, c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||