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 |
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 [[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-9910817459403321 |
Albanese Claudio | ||
Amsterdam ; ; Boston, : Elsevier Academic Press, c2006 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Advances in biomolecular EPR / edited by R. David Britt |
Pubbl/distr/stampa | Cambridge, MA, : Elsevier Academic Press, 2022 |
Descrizione fisica | XI, 487 p. ; 23 cm |
Disciplina | 572.7 |
Collana | Methods in enzymology |
Soggetto topico | Enzimi |
ISBN | 978-0-323-99974-8 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNISA-996576170903316 |
Cambridge, MA, : Elsevier Academic Press, 2022 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. di Salerno | ||
|
Advances in pharmacology |
Pubbl/distr/stampa | Amsterdam [etc.] : Elsevier Academic Press |
Descrizione fisica | volumi ; 24 cm |
Disciplina | 615 |
Soggetto topico | Farmacologia |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNISA-990006094200203316 |
Amsterdam [etc.] : Elsevier Academic Press | ||
Materiale a stampa | ||
Lo trovi qui: Univ. di Salerno | ||
|
Algal culturing techniques / edited by Robert A. Andersen |
Pubbl/distr/stampa | Amsterdam [etc.] : Elsevier Academic Press, c2005 |
Descrizione fisica | X, 578 p. : ill. ; 28 cm |
Disciplina | 579.8 |
Soggetto non controllato | Alghe |
ISBN | 9780120884261 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-990009400500403321 |
Amsterdam [etc.] : Elsevier Academic Press, c2005 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Alternative careers in science [[electronic resource] ] : leaving the ivory tower / / edited by Cynthia Robbins-Roth |
Edizione | [2nd ed.] |
Pubbl/distr/stampa | Amsterdam ; ; Boston, : Elsevier Academic Press, c2006 |
Descrizione fisica | 1 online resource (314 p.) |
Disciplina | 502.3 |
Altri autori (Persone) | Robbins-RothCynthia |
Soggetto topico |
Science - Vocational guidance - United States
Vocational guidance - United States |
Soggetto genere / forma | Electronic books. |
ISBN |
1-280-63361-1
9786610633616 0-08-045498-4 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
front cover; copyright; table of contents; front matter; Contributors; Preface; body; 1 A SCIENTIST GONE BAD: How I Went from the Bench to the Board Room; SO HOW DID THIS HAPPEN?; HEADING OUT OF THE LAB; COMMUNICATION SKILLS BECOME IMPORTANT; ONCE MORE INTO THE FRAY-GOING INDEPENDENT; PUBLISHING GETS ADDED TO THE MIX; ALTERNATIVE CAREERS; SCIENCE AND INFORMATION; 2 TECHNICAL WRITING: Making Sense Out of Manuals; WHAT IS A TECHNICAL WRITER?; WHY TECH WRITING IS A GREAT MOVE; COMMON PERSONALITY TRAITS OF TECH WRITERS; A TYPICAL DAY AT WORK; COMPARISONS WITH THE ACADEMIC WORLD
HOW TO BECOME A TECH WRITER WHERE TO FIND TECH WRITING JOBS; WHERE CAN YOU GO AFTER TECH WRITING?; RESOURCES; 3 SCIENCE WRITING: Communicating with the Masses; SHOULD YOU BECOME A SCIENCE WRITER?; A CHALLENGING FIELD; WHO NEEDS SCIENCE WRITERS?; HOW DO I BECOME A SCIENCE WRITER?; WHAT IS A TYPICAL WORK DAY LIKE?; IT IS SCIENCE, BUT IS IT NEWS?; HOW DO YOU EXPLAIN DNA IN THREE SENTENCES?; DO SCIENTISTS LIKE REPORTERS?; WILL ANYONE READ WHAT YOU WRITE?; THE LOGISTICS; WHERE CAN I GET MORE INFORMATION?; SOME INSPIRATION 4 CREATING A PUBLISHING EMPIRE: How I Gave up Academia and Became an Entrepreneurial Editor HOW IT ALL STARTED; ON OUR OWN; SO HOW DO YOU GET THIS JOB?; WHAT DOES PUBLISHING PAY?; WHAT IS NEXT IN MY CAREER PATH?; 5 BUSINESS INFORMATION SERVICES: Providing the Data for Industry; HOW MY PATH CHANGED DIRECTION; ENTREPRENEURSHIP; WHERE THE TIME GOES; WHERE BIOABILITY IS GOING; CONCLUDING THOUGHTS; THE FINANCIAL WORLD; 6 BECOMING A VENTURE CAPITALIST; STARTING IN THE LAB; GETTING A TASTE FOR BUSINESS AND FINANCE; EVOLVING INTO A BANKER; DAILY TRANSACTIONS; FINALLY, VENTURE CAPITAL CALLS WHAT THE JOB IS LIKE 7 INVESTMENT BANKING: Dreams and Reality; THE PLAN; THE MENTORS; THE FIRST BREAK; THE SKILL SET REQUIRED BY AN ANALYST; A TYPICAL DAY AS AN ANALYST; WHERE I HOPE TO GO FROM HERE; 8 HOW I BECAME AN ANALYST: Science-Based Investment Advising; THE EARLY YEARS; BEGINNING A CAREER; THE BUSINESS OF SCIENCE; THE RIGHT PLACE AT THE RIGHT TIME; WHAT DOES A BIOTECHNOLOGY ANALYST DO?; POSITIVES AND NEGATIVES; HOW TO BECOME AN ANALYST; MY CAREER SINCE SBC WARBURG DILLON READ: MOVING TO THE BUY-SIDE; THE CORPORATE WORLD 9 ENTREPRENEUR AND COMPANY FOUNDER: Starting Your Own Company and Surviving HOW DID I GET HERE?; A DAY IN THE LIFE OF A CEO; A TYPICAL WORK WEEK; WHAT IT TAKES TO RUN THE SHOW; THE PROS AND CONS OF BEING THE BOSS; HOW CAN YOU GET THIS JOB?; THE CURRENT SITUATION; 10 BUSINESS DEVELOPMENT: Making Deals with Science; MY EVOLUTION; WHAT IS BUSINESS DEVELOPMENT?; SOME OF THE CHALLENGES; WHAT YOU NEED TO SUCCEED IN BUSINESS DEVELOPMENT; HOW DO YOU GET HERE?; 11 THE GROWTH OF A MANAGER: From Pure Research to Policy Administration; WHAT IS ORGANIZATION MANAGEMENT?; HOW DID THIS HAPPEN TO ME? WHAT DOES A POLICY ADMINISTRATOR DO ALL DAY? |
Record Nr. | UNINA-9910458097603321 |
Amsterdam ; ; Boston, : Elsevier Academic Press, c2006 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Alternative careers in science [[electronic resource] ] : leaving the ivory tower / / edited by Cynthia Robbins-Roth |
Edizione | [2nd ed.] |
Pubbl/distr/stampa | Amsterdam ; ; Boston, : Elsevier Academic Press, c2006 |
Descrizione fisica | 1 online resource (314 p.) |
Disciplina | 502.3 |
Altri autori (Persone) | Robbins-RothCynthia |
Soggetto topico |
Science - Vocational guidance - United States
Vocational guidance - United States |
ISBN |
1-280-63361-1
9786610633616 0-08-045498-4 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
front cover; copyright; table of contents; front matter; Contributors; Preface; body; 1 A SCIENTIST GONE BAD: How I Went from the Bench to the Board Room; SO HOW DID THIS HAPPEN?; HEADING OUT OF THE LAB; COMMUNICATION SKILLS BECOME IMPORTANT; ONCE MORE INTO THE FRAY-GOING INDEPENDENT; PUBLISHING GETS ADDED TO THE MIX; ALTERNATIVE CAREERS; SCIENCE AND INFORMATION; 2 TECHNICAL WRITING: Making Sense Out of Manuals; WHAT IS A TECHNICAL WRITER?; WHY TECH WRITING IS A GREAT MOVE; COMMON PERSONALITY TRAITS OF TECH WRITERS; A TYPICAL DAY AT WORK; COMPARISONS WITH THE ACADEMIC WORLD
HOW TO BECOME A TECH WRITER WHERE TO FIND TECH WRITING JOBS; WHERE CAN YOU GO AFTER TECH WRITING?; RESOURCES; 3 SCIENCE WRITING: Communicating with the Masses; SHOULD YOU BECOME A SCIENCE WRITER?; A CHALLENGING FIELD; WHO NEEDS SCIENCE WRITERS?; HOW DO I BECOME A SCIENCE WRITER?; WHAT IS A TYPICAL WORK DAY LIKE?; IT IS SCIENCE, BUT IS IT NEWS?; HOW DO YOU EXPLAIN DNA IN THREE SENTENCES?; DO SCIENTISTS LIKE REPORTERS?; WILL ANYONE READ WHAT YOU WRITE?; THE LOGISTICS; WHERE CAN I GET MORE INFORMATION?; SOME INSPIRATION 4 CREATING A PUBLISHING EMPIRE: How I Gave up Academia and Became an Entrepreneurial Editor HOW IT ALL STARTED; ON OUR OWN; SO HOW DO YOU GET THIS JOB?; WHAT DOES PUBLISHING PAY?; WHAT IS NEXT IN MY CAREER PATH?; 5 BUSINESS INFORMATION SERVICES: Providing the Data for Industry; HOW MY PATH CHANGED DIRECTION; ENTREPRENEURSHIP; WHERE THE TIME GOES; WHERE BIOABILITY IS GOING; CONCLUDING THOUGHTS; THE FINANCIAL WORLD; 6 BECOMING A VENTURE CAPITALIST; STARTING IN THE LAB; GETTING A TASTE FOR BUSINESS AND FINANCE; EVOLVING INTO A BANKER; DAILY TRANSACTIONS; FINALLY, VENTURE CAPITAL CALLS WHAT THE JOB IS LIKE 7 INVESTMENT BANKING: Dreams and Reality; THE PLAN; THE MENTORS; THE FIRST BREAK; THE SKILL SET REQUIRED BY AN ANALYST; A TYPICAL DAY AS AN ANALYST; WHERE I HOPE TO GO FROM HERE; 8 HOW I BECAME AN ANALYST: Science-Based Investment Advising; THE EARLY YEARS; BEGINNING A CAREER; THE BUSINESS OF SCIENCE; THE RIGHT PLACE AT THE RIGHT TIME; WHAT DOES A BIOTECHNOLOGY ANALYST DO?; POSITIVES AND NEGATIVES; HOW TO BECOME AN ANALYST; MY CAREER SINCE SBC WARBURG DILLON READ: MOVING TO THE BUY-SIDE; THE CORPORATE WORLD 9 ENTREPRENEUR AND COMPANY FOUNDER: Starting Your Own Company and Surviving HOW DID I GET HERE?; A DAY IN THE LIFE OF A CEO; A TYPICAL WORK WEEK; WHAT IT TAKES TO RUN THE SHOW; THE PROS AND CONS OF BEING THE BOSS; HOW CAN YOU GET THIS JOB?; THE CURRENT SITUATION; 10 BUSINESS DEVELOPMENT: Making Deals with Science; MY EVOLUTION; WHAT IS BUSINESS DEVELOPMENT?; SOME OF THE CHALLENGES; WHAT YOU NEED TO SUCCEED IN BUSINESS DEVELOPMENT; HOW DO YOU GET HERE?; 11 THE GROWTH OF A MANAGER: From Pure Research to Policy Administration; WHAT IS ORGANIZATION MANAGEMENT?; HOW DID THIS HAPPEN TO ME? WHAT DOES A POLICY ADMINISTRATOR DO ALL DAY? |
Record Nr. | UNINA-9910784571403321 |
Amsterdam ; ; Boston, : Elsevier Academic Press, c2006 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Alternative careers in science [[electronic resource] ] : leaving the ivory tower / / edited by Cynthia Robbins-Roth |
Edizione | [2nd ed.] |
Pubbl/distr/stampa | Amsterdam ; ; Boston, : Elsevier Academic Press, c2006 |
Descrizione fisica | 1 online resource (314 p.) |
Disciplina | 502.3 |
Altri autori (Persone) | Robbins-RothCynthia |
Soggetto topico |
Science - Vocational guidance - United States
Vocational guidance - United States |
ISBN |
1-280-63361-1
9786610633616 0-08-045498-4 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
front cover; copyright; table of contents; front matter; Contributors; Preface; body; 1 A SCIENTIST GONE BAD: How I Went from the Bench to the Board Room; SO HOW DID THIS HAPPEN?; HEADING OUT OF THE LAB; COMMUNICATION SKILLS BECOME IMPORTANT; ONCE MORE INTO THE FRAY-GOING INDEPENDENT; PUBLISHING GETS ADDED TO THE MIX; ALTERNATIVE CAREERS; SCIENCE AND INFORMATION; 2 TECHNICAL WRITING: Making Sense Out of Manuals; WHAT IS A TECHNICAL WRITER?; WHY TECH WRITING IS A GREAT MOVE; COMMON PERSONALITY TRAITS OF TECH WRITERS; A TYPICAL DAY AT WORK; COMPARISONS WITH THE ACADEMIC WORLD
HOW TO BECOME A TECH WRITER WHERE TO FIND TECH WRITING JOBS; WHERE CAN YOU GO AFTER TECH WRITING?; RESOURCES; 3 SCIENCE WRITING: Communicating with the Masses; SHOULD YOU BECOME A SCIENCE WRITER?; A CHALLENGING FIELD; WHO NEEDS SCIENCE WRITERS?; HOW DO I BECOME A SCIENCE WRITER?; WHAT IS A TYPICAL WORK DAY LIKE?; IT IS SCIENCE, BUT IS IT NEWS?; HOW DO YOU EXPLAIN DNA IN THREE SENTENCES?; DO SCIENTISTS LIKE REPORTERS?; WILL ANYONE READ WHAT YOU WRITE?; THE LOGISTICS; WHERE CAN I GET MORE INFORMATION?; SOME INSPIRATION 4 CREATING A PUBLISHING EMPIRE: How I Gave up Academia and Became an Entrepreneurial Editor HOW IT ALL STARTED; ON OUR OWN; SO HOW DO YOU GET THIS JOB?; WHAT DOES PUBLISHING PAY?; WHAT IS NEXT IN MY CAREER PATH?; 5 BUSINESS INFORMATION SERVICES: Providing the Data for Industry; HOW MY PATH CHANGED DIRECTION; ENTREPRENEURSHIP; WHERE THE TIME GOES; WHERE BIOABILITY IS GOING; CONCLUDING THOUGHTS; THE FINANCIAL WORLD; 6 BECOMING A VENTURE CAPITALIST; STARTING IN THE LAB; GETTING A TASTE FOR BUSINESS AND FINANCE; EVOLVING INTO A BANKER; DAILY TRANSACTIONS; FINALLY, VENTURE CAPITAL CALLS WHAT THE JOB IS LIKE 7 INVESTMENT BANKING: Dreams and Reality; THE PLAN; THE MENTORS; THE FIRST BREAK; THE SKILL SET REQUIRED BY AN ANALYST; A TYPICAL DAY AS AN ANALYST; WHERE I HOPE TO GO FROM HERE; 8 HOW I BECAME AN ANALYST: Science-Based Investment Advising; THE EARLY YEARS; BEGINNING A CAREER; THE BUSINESS OF SCIENCE; THE RIGHT PLACE AT THE RIGHT TIME; WHAT DOES A BIOTECHNOLOGY ANALYST DO?; POSITIVES AND NEGATIVES; HOW TO BECOME AN ANALYST; MY CAREER SINCE SBC WARBURG DILLON READ: MOVING TO THE BUY-SIDE; THE CORPORATE WORLD 9 ENTREPRENEUR AND COMPANY FOUNDER: Starting Your Own Company and Surviving HOW DID I GET HERE?; A DAY IN THE LIFE OF A CEO; A TYPICAL WORK WEEK; WHAT IT TAKES TO RUN THE SHOW; THE PROS AND CONS OF BEING THE BOSS; HOW CAN YOU GET THIS JOB?; THE CURRENT SITUATION; 10 BUSINESS DEVELOPMENT: Making Deals with Science; MY EVOLUTION; WHAT IS BUSINESS DEVELOPMENT?; SOME OF THE CHALLENGES; WHAT YOU NEED TO SUCCEED IN BUSINESS DEVELOPMENT; HOW DO YOU GET HERE?; 11 THE GROWTH OF A MANAGER: From Pure Research to Policy Administration; WHAT IS ORGANIZATION MANAGEMENT?; HOW DID THIS HAPPEN TO ME? WHAT DOES A POLICY ADMINISTRATOR DO ALL DAY? |
Record Nr. | UNINA-9910826901803321 |
Amsterdam ; ; Boston, : Elsevier Academic Press, c2006 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
An introduction to dynamic meteorology / James R. Holton |
Autore | Holton, James R. |
Edizione | [4th ed.] |
Pubbl/distr/stampa | Burlington : Elsevier Academic Press, c2004 |
Descrizione fisica | XII, 535 p. : ill. ; 24 cm + 1 CD-ROM |
Disciplina | 551.5 |
Collana | International geophysics series |
Soggetto non controllato | Meteorologia |
ISBN | 0-12-354015-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNIPARTHENOPE-000022591 |
Holton, James R. | ||
Burlington : Elsevier Academic Press, c2004 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Parthenope | ||
|