The art of quantitative finance . Volume 2 : volatilities, stochastic analysis and valuation tools / / Gerhard Larcher |
Autore | Larcher Gerhard |
Edizione | [1st ed. 2023.] |
Pubbl/distr/stampa | Cham, Switzerland : , : Springer International Publishing, , [2023] |
Descrizione fisica | 1 online resource (363 pages) |
Disciplina | 332.015195 |
Collana | Springer Texts in Business and Economics |
Soggetto topico |
Finance - Mathematical models
Financial risk management - Data processing |
ISBN | 3-031-23870-2 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Volatilities -- 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. |
Record Nr. | UNINA-9910683341103321 |
Larcher Gerhard | ||
Cham, Switzerland : , : Springer International Publishing, , [2023] | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
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The art of quantitative finance . Volume 3. : risk, optimal portfolios, and case studies / / Gerhard Larcher |
Autore | Larcher Gerhard |
Edizione | [1st ed. 2023.] |
Pubbl/distr/stampa | Cham, Switzerland : , : Springer, , [2023] |
Descrizione fisica | 1 online resource (380 pages) |
Disciplina | 332.015195 |
Collana | Springer Texts in Business and Economics |
Soggetto topico |
Finance - Mathematical models
Financial risk management Portfolio management |
ISBN |
9783031238673
9783031238666 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Risk measurement and credit risk management -- Optimal investment problems -- Case studies. |
Record Nr. | UNINA-9910698640703321 |
Larcher Gerhard | ||
Cham, Switzerland : , : Springer, , [2023] | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
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