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Financial modeling using C++ (+ CD
| Financial modeling using C++ (+ CD |
| Autore | Sengupta Chandan |
| Pubbl/distr/stampa | [Place of publication not identified], : J Wiley & Sons, 2007 |
| Disciplina | 332.0285/5362 |
| Soggetto topico |
Finance - Mathematical models
C++ (Computer program language) Finance Business & Economics Finance - General |
| ISBN |
1-119-20199-3
0-470-16747-5 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Overview of programming and C++ -- A first look at C++ -- Variables, constants, and arrays -- Operators -- Inputs and outputs -- Program flow control: branching -- Program flow control : looping -- Functions -- Strings -- Pointers -- Debugging -- The model development process -- Time value of money -- Options and the Black-Scholes model -- Binomial trees -- Simulations -- Overview of advanced C++ -- Class and encapsulation -- Inheritance -- Polymorphism -- Templates and vectors. |
| Record Nr. | UNINA-9910138906403321 |
Sengupta Chandan
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| [Place of publication not identified], : J Wiley & Sons, 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Financial modeling using C++ (+ CD
| Financial modeling using C++ (+ CD |
| Autore | Sengupta Chandan |
| Pubbl/distr/stampa | [Place of publication not identified], : J Wiley & Sons, 2007 |
| Disciplina | 332.0285/5362 |
| Soggetto topico |
Finance - Mathematical models
C++ (Computer program language) Finance Business & Economics Finance - General |
| ISBN |
1-119-20199-3
0-470-16747-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Overview of programming and C++ -- A first look at C++ -- Variables, constants, and arrays -- Operators -- Inputs and outputs -- Program flow control: branching -- Program flow control : looping -- Functions -- Strings -- Pointers -- Debugging -- The model development process -- Time value of money -- Options and the Black-Scholes model -- Binomial trees -- Simulations -- Overview of advanced C++ -- Class and encapsulation -- Inheritance -- Polymorphism -- Templates and vectors. |
| Record Nr. | UNINA-9910876648303321 |
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Sengupta Chandan
|
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| [Place of publication not identified], : J Wiley & Sons, 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Gabriel Julien Ouvrard : grandeur et misère d'un financier de génie sous l'Empire
| Gabriel Julien Ouvrard : grandeur et misère d'un financier de génie sous l'Empire |
| Autore | Sarrazin Jean-Pierre |
| Pubbl/distr/stampa | [Place of publication not identified], : L'Harmattan, 2014 |
| Collana | Biographies. Sâerie XIXe siáecle Gabriel Julien Ouvrard |
| Soggetto topico |
Capitalists and financiers - History - 1789-1871 - France
Finance, Public - France Finance Business & Economics Finance - General |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | fre |
| Record Nr. | UNINA-9910165012103321 |
|
Sarrazin Jean-Pierre
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| [Place of publication not identified], : L'Harmattan, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Handbooks in Operations Research and Management Science : Finance
| Handbooks in Operations Research and Management Science : Finance |
| Pubbl/distr/stampa | [Place of publication not identified], : Elsevier, 1995 |
| Disciplina | 332 |
| Collana | Handbooks in operations research and management science Finance |
| Soggetto topico |
Finance
Business & Economics Finance - General |
| ISBN | 0-444-89084-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910583055703321 |
| [Place of publication not identified], : Elsevier, 1995 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Improving growth & profits: Canadian Imperial Bank of Commerce
| Improving growth & profits: Canadian Imperial Bank of Commerce |
| Pubbl/distr/stampa | [Place of publication not identified], : American Productivity & Quality Center APQC, 2005 |
| Descrizione fisica | 1 online resource (11 pages) |
| Soggetto topico |
Finance
Business & Economics Finance - General |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISA-996205090103316 |
| [Place of publication not identified], : American Productivity & Quality Center APQC, 2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Improving growth & profits: Canadian Imperial Bank of Commerce
| Improving growth & profits: Canadian Imperial Bank of Commerce |
| Pubbl/distr/stampa | [Place of publication not identified], : American Productivity & Quality Center APQC, 2005 |
| Descrizione fisica | 1 online resource (11 pages) |
| Soggetto topico |
Finance
Business & Economics Finance - General |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910679252003321 |
| [Place of publication not identified], : American Productivity & Quality Center APQC, 2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
International dictionary of finance
| International dictionary of finance |
| Autore | Bannock Graham |
| Pubbl/distr/stampa | [Place of publication not identified], : Profile Books, 2003 |
| Disciplina | 332.03 |
| Collana | Economist books International dictionary of finance |
| Soggetto topico |
Finance
Business & Economics Finance - General |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISA-996214184803316 |
|
Bannock Graham
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| [Place of publication not identified], : Profile Books, 2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
International dictionary of finance
| International dictionary of finance |
| Autore | Bannock Graham |
| Pubbl/distr/stampa | [Place of publication not identified], : Profile Books, 2003 |
| Disciplina | 332.03 |
| Collana | Economist books International dictionary of finance |
| Soggetto topico |
Finance
Business & Economics Finance - General |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910679425703321 |
|
Bannock Graham
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||
| [Place of publication not identified], : Profile Books, 2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The Mathematics of Financial Models [[electronic resource] ] : Solving Real-World Problems with Quantitative Methods
| The Mathematics of Financial Models [[electronic resource] ] : Solving Real-World Problems with Quantitative Methods |
| Autore | Ravindran Kannoo |
| Pubbl/distr/stampa | Hoboken, : Wiley, 2014 |
| Descrizione fisica | 1 online resource (346 pages) |
| Disciplina | 332.01/51 |
| Collana | Wiley Finance |
| Soggetto topico |
Finance -- Mathematical models
Finance Microsoft Excel (Computer file) Stochastic analysis Business & Economics Finance - General |
| ISBN |
1-118-82615-9
1-118-22185-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
The Mathematics of Financial Models; Contents; Preface; Acknowledgments; 1 Setting the Stage; Why Is This Book Different?; Road Map of the Book; References; 2 Building Zero Curves; Market Instruments; Treasury Bills; Treasury Notes; Treasury Bonds; Eurodollar Futures; Swaps; Linear Interpolation; Step 1: Convert Eurodollar Futures Prices to Forward Rates; Step 2: Calibrate Zero Rates for First Year; Step 3: Calibrate to Obtain Zero Rates for First Two Years; Step 4: Calibrate to Obtain Zero Rates for First Five Years; Cubic Splining; Splining over One Time Interval
Splining over Two Time IntervalsSplining over Four Time Intervals; Splining over All Time Intervals; Appendix: Finding Swap Rates Using A Floating Coupon Bond Approach; References; 3 Valuing Vanilla Options; Black-Scholes Formulae; Adaptations of the Black-Scholes Formulae; Pricing Options on Dividend-Paying Stocks; Pricing Options on Futures Contracts; Pricing Options on Forward Contracts; Limitations of the Black-Scholes Formulae; Application in Currency Risk Management; Risk-Management Strategies-Pros and Cons; Incorporating Views into Strategies; Appendix; Finding a Forward Bond Yield References4 Simulations; Uniform Number Generation; Random Sampling; Stratified Sampling; Latin Hypercube Sampling; Non-Uniform Number Generation; Inverse Transform Method; Related Distribution Method; Applications of Simulations; Valuing European-Style Options; Simulating a Queue; Estimating Pi; Variance Reduction Techniques; Antithetic Variable Technique; Control Variable Technique; References; 5 Valuing Exotic Options; Valuing Path-Independent, European-Style Options on a Single Variable; Binary Options; Pay-Later Options; Nonlinear Payoff Options Valuing Path-Dependent, European-Style Options on a Single VariableAveraging Options; Installment Options; Valuing path-Independent, European-Style Options on Two Variables; Exchange Options; Spread Options; Valuing Path-Dependent, European-Style Options on Multiple Variables; Averaging Spread Options; Lookback Basket Options; References; 6 Estimating Model Parameters; Calibration of Parameters in the Black-Scholes Model; Inferring qt,T; Using Implied Black-Scholes Volatility Surface and Zero Rate Term Structure to Value Options; Using Volatility Term Structure; Using Volatility Surface Getting the Implied Stock Prices When i = 0Getting the Implied Probabilities When i = 0; Getting the Implied Stock Prices When i = 1; Getting the Implied Probabilities When i = 1; Calibration of Interest Rate Option Model Parameters; Statistical Estimation; Using Historical Implied Volatilities; Using Historical Underlying Values; References; 7 The Effectiveness of Hedging Strategies; Delta Hedging; Hedging the Sale of a Vanilla European-Style Call Option on a Nondividend-Paying Stock; Hedging the Sale of a Vanilla European-Style Call Option on a Dividend-Paying Stock Hedging the Sale of a Vanilla European-Style Put Option on a Dividend-Paying Stock |
| Record Nr. | UNINA-9910132342603321 |
|
Ravindran Kannoo
|
||
| Hoboken, : Wiley, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The Mathematics of Financial Models : Solving Real-World Problems with Quantitative Methods
| The Mathematics of Financial Models : Solving Real-World Problems with Quantitative Methods |
| Autore | Ravindran Kannoo |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Hoboken, : Wiley, 2014 |
| Descrizione fisica | 1 online resource (346 pages) |
| Disciplina | 332.01/51 |
| Collana | Wiley Finance |
| Soggetto topico |
Finance -- Mathematical models
Finance Microsoft Excel (Computer file) Stochastic analysis Business & Economics Finance - General |
| ISBN |
1-118-82615-9
1-118-22185-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
The Mathematics of Financial Models; Contents; Preface; Acknowledgments; 1 Setting the Stage; Why Is This Book Different?; Road Map of the Book; References; 2 Building Zero Curves; Market Instruments; Treasury Bills; Treasury Notes; Treasury Bonds; Eurodollar Futures; Swaps; Linear Interpolation; Step 1: Convert Eurodollar Futures Prices to Forward Rates; Step 2: Calibrate Zero Rates for First Year; Step 3: Calibrate to Obtain Zero Rates for First Two Years; Step 4: Calibrate to Obtain Zero Rates for First Five Years; Cubic Splining; Splining over One Time Interval
Splining over Two Time IntervalsSplining over Four Time Intervals; Splining over All Time Intervals; Appendix: Finding Swap Rates Using A Floating Coupon Bond Approach; References; 3 Valuing Vanilla Options; Black-Scholes Formulae; Adaptations of the Black-Scholes Formulae; Pricing Options on Dividend-Paying Stocks; Pricing Options on Futures Contracts; Pricing Options on Forward Contracts; Limitations of the Black-Scholes Formulae; Application in Currency Risk Management; Risk-Management Strategies-Pros and Cons; Incorporating Views into Strategies; Appendix; Finding a Forward Bond Yield References4 Simulations; Uniform Number Generation; Random Sampling; Stratified Sampling; Latin Hypercube Sampling; Non-Uniform Number Generation; Inverse Transform Method; Related Distribution Method; Applications of Simulations; Valuing European-Style Options; Simulating a Queue; Estimating Pi; Variance Reduction Techniques; Antithetic Variable Technique; Control Variable Technique; References; 5 Valuing Exotic Options; Valuing Path-Independent, European-Style Options on a Single Variable; Binary Options; Pay-Later Options; Nonlinear Payoff Options Valuing Path-Dependent, European-Style Options on a Single VariableAveraging Options; Installment Options; Valuing path-Independent, European-Style Options on Two Variables; Exchange Options; Spread Options; Valuing Path-Dependent, European-Style Options on Multiple Variables; Averaging Spread Options; Lookback Basket Options; References; 6 Estimating Model Parameters; Calibration of Parameters in the Black-Scholes Model; Inferring qt,T; Using Implied Black-Scholes Volatility Surface and Zero Rate Term Structure to Value Options; Using Volatility Term Structure; Using Volatility Surface Getting the Implied Stock Prices When i = 0Getting the Implied Probabilities When i = 0; Getting the Implied Stock Prices When i = 1; Getting the Implied Probabilities When i = 1; Calibration of Interest Rate Option Model Parameters; Statistical Estimation; Using Historical Implied Volatilities; Using Historical Underlying Values; References; 7 The Effectiveness of Hedging Strategies; Delta Hedging; Hedging the Sale of a Vanilla European-Style Call Option on a Nondividend-Paying Stock; Hedging the Sale of a Vanilla European-Style Call Option on a Dividend-Paying Stock Hedging the Sale of a Vanilla European-Style Put Option on a Dividend-Paying Stock |
| Record Nr. | UNINA-9910812067803321 |
|
Ravindran Kannoo
|
||
| Hoboken, : Wiley, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
