عنوان

Derivatives

0470013222

9780470013229

dltt

Derivatives

[Book]

models on models /

Espen Gaarder Haug

Chichester, U.K. :

Wiley,

c2007

1 online resource (xiii, 368 p., [16] p. of plates) :

ill

Includes bibliographical references and index

Nassim Taleb on black swans -- The discovery of fat-tails in price data -- Edward Thorp on gambling and trading -- Option pricing and hedging from theory to practice : know your weapon III -- Alan Lewis on stochastic volatility and jumps -- Back to basics : a new approach to the discrete dividend problem -- Emanuel Derman the Wall Street quant -- Closed form valuation of American barrier options -- Peter Carr, the Wall Street wizard of option symmetry and volatility -- Valuation of complex barrier options using barrier symmetry -- Granger on cointegration -- Knock-in/out Margrabe -- Stephen Ross on APT -- Resetting strikes, barriers and time -- Bruno Dupire the stochastic Wall Street quant -- Asian pyramid power -- Eduardo Schwartz : the yoga master of mathematical finance -- Practical valuation of power derivatives -- Aaron Brown on gambling, poker and trading -- A look in the antimatter mirror -- Knut Aase on catastrophes and financial economics -- Negative volatility and the survival of the western financial markets / Knut K. Aase -- Elie Ayache on option trading and modeling -- Frozen time arbitrage -- Haug on Wilmott and Wilmott on Wilmott -- Space-time finance the relativity theory's implications for mathematical finance -- Andrei Khrennikov on negative probabilities -- Why so negative about negative probabilities? -- David Bates on crash and jumps -- Hidden conditions and coin flip blow up's -- Peter Jackel on Monte Carlo simulation

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Safari Books Online

CL0500000134

Derivatives.

9780470013229

Derivative securities-- Mathematical models

Haug, Espen Gaarder

Ohio Library and Information Network

20120424135819.0

[Book]

Y