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Biblioteca

MARC Lista (tabellare)
Discrete-time Asset Pricing Models in Applied Stochastic Finance / / P. C. G. Vassiliou
Discrete-time Asset Pricing Models in Applied Stochastic Finance / / P. C. G. Vassiliou
Autore Vassiliou P. C. G.
Edizione [First edition.]
Pubbl/distr/stampa Hoboken : , : John Wiley, , 2013
Descrizione fisica 1 online resource (418 pages)
Disciplina 332.0151
332.63/22201
332.6322201
Collana ISTE
Soggetto topico Securities - Mathematical models - Prices
Capital assets pricing model - Mathematical models
Stochastic analysis
Finance
Soggetto genere / forma Electronic books.
ISBN 9781118557860
1-118-55786-7
1-118-61866-1
1-299-31536-4
1-118-61877-7
Classificazione MAT 600f
MAT 606f
WIR 160f
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto CHAPTER 1. Probability and Random Variables -- CHAPTER 2. An Introduction to Financial Instruments and Derivatives -- CHAPTER 3. Conditional Expectation and Markov Chains -- CHAPTER 4. The No-Arbitrage Binomial Pricing Model -- CHAPTER 5. Martingales -- CHAPTER 6. Equivalent Martingale Measures, No-Arbitrage and Complete Markets -- CHAPTER 7. American Derivative Securities -- CHAPTER 8. Fixed-Income Markets and Interest Rates -- CHAPTER 9. Credit Risk -- CHAPTER 10. The Heath-Jarrow-Morton Model.
Record Nr. UNINA-9910139247603321
Vassiliou P. C. G.  
Hoboken : , : John Wiley, , 2013
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Discrete-time Asset Pricing Models in Applied Stochastic Finance / / P. C. G. Vassiliou
Discrete-time Asset Pricing Models in Applied Stochastic Finance / / P. C. G. Vassiliou
Autore Vassiliou P. C. G.
Edizione [First edition.]
Pubbl/distr/stampa Hoboken : , : John Wiley, , 2013
Descrizione fisica 1 online resource (418 pages)
Disciplina 332.0151
332.63/22201
332.6322201
Collana ISTE
Soggetto topico Securities - Mathematical models - Prices
Capital assets pricing model - Mathematical models
Stochastic analysis
Finance
ISBN 9781118557860
1-118-55786-7
1-118-61866-1
1-299-31536-4
1-118-61877-7
Classificazione MAT 600f
MAT 606f
WIR 160f
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto CHAPTER 1. Probability and Random Variables -- CHAPTER 2. An Introduction to Financial Instruments and Derivatives -- CHAPTER 3. Conditional Expectation and Markov Chains -- CHAPTER 4. The No-Arbitrage Binomial Pricing Model -- CHAPTER 5. Martingales -- CHAPTER 6. Equivalent Martingale Measures, No-Arbitrage and Complete Markets -- CHAPTER 7. American Derivative Securities -- CHAPTER 8. Fixed-Income Markets and Interest Rates -- CHAPTER 9. Credit Risk -- CHAPTER 10. The Heath-Jarrow-Morton Model.
Record Nr. UNINA-9910830553803321
Vassiliou P. C. G.  
Hoboken : , : John Wiley, , 2013
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Discrete-time Asset Pricing Models in Applied Stochastic Finance / / P. C. G. Vassiliou
Discrete-time Asset Pricing Models in Applied Stochastic Finance / / P. C. G. Vassiliou
Autore Vassiliou P. C. G.
Edizione [First edition.]
Pubbl/distr/stampa Hoboken : , : John Wiley, , 2013
Descrizione fisica 1 online resource (418 pages)
Disciplina 332.0151
332.63/22201
332.6322201
Collana ISTE
Soggetto topico Securities - Mathematical models - Prices
Capital assets pricing model - Mathematical models
Stochastic analysis
Finance
ISBN 9781118557860
1118557867
9781118618660
1118618661
9781299315365
1299315364
9781118618776
1118618777
Classificazione MAT 600f
MAT 606f
WIR 160f
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto CHAPTER 1. Probability and Random Variables -- CHAPTER 2. An Introduction to Financial Instruments and Derivatives -- CHAPTER 3. Conditional Expectation and Markov Chains -- CHAPTER 4. The No-Arbitrage Binomial Pricing Model -- CHAPTER 5. Martingales -- CHAPTER 6. Equivalent Martingale Measures, No-Arbitrage and Complete Markets -- CHAPTER 7. American Derivative Securities -- CHAPTER 8. Fixed-Income Markets and Interest Rates -- CHAPTER 9. Credit Risk -- CHAPTER 10. The Heath-Jarrow-Morton Model.
Record Nr. UNINA-9911019823603321
Vassiliou P. C. G.  
Hoboken : , : John Wiley, , 2013
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui