عنوان

Numerical methods for finance

کد کشور

IR

شماره

834

زبان متن نوشتاري يا گفتاري و مانند آن

انگلیسی

کشور محل نشر

IR

عنوان اصلي

Numerical methods for finance

نام عام مواد

[Book]

نام نخستين پديدآور

/ edited by John A.D. Appleby, David C. Edelman, John J.H. Miller

محل نشرو پخش و غیره

Boca Raton, FL

نام ناشر، پخش کننده و غيره

: Chapman & Hall/CRC,

تاریخ نشرو بخش و غیره

, c2008.

نام خاص و کميت اثر

xv, 293 p. , ill.

عنوان فروست

(Chapman & Hall/CRC financial mathematics series)

متن يادداشت

Language: انگلیسی

متن يادداشت

Papers first presented at a conference on Numerical Methods for Finance held in Dublin, Ireland in June 2006.

متن يادداشت

Print

متن يادداشت

Includes bibliographical references and index.

متن يادداشت

Coherent measures of risk into everyday market practice / Carlo Acerbi -- Pricing high-dimensional American options using local consistency conditions / S.J. Berridge and J.M. Schumacher -- Adverse interrisk diversification effects for FX forwards / Thomas Breuer and Martin Jandaecka -- Counterparty risk pricing under correlation between default and interest rates / Damiano Brigo and Andrea Pallavicini -- Optimal dynamic asset allocation for defined contribution pension plans / Andrew J.G. Cairns, David Blake, and Kevin Dowd -- On high-performance software development for the numerical simulation of life insurance policies / S. Corsaro ... [et al.] -- An efficient numerical method for pricing interest rate swaptions / Mark Cummins and Bernard Murphy -- Empirical testing of local cross entropy as a method for recovering asset's risk-neutral PDF from option prices / Vladimair Dobiaaes -- Using intraday data to forecast daily volatility : a hybrid approach / David C. Edelman and Francesco Sandrini -- Pricing credit from the top down with affine point processes / Eymen Errais, Kay Giesecke, and Lisa R. Goldberg -- Valuation of performance-dependent options in a Black-Scholes framework / Thomas Gerstner, Markus Holtz, and Ralf Korn -- Variance reduction through multilevel Monte Carlo path calculations / Michael B. Giles -- Value at risk and self-similarity / Olaf Menkens -- Parameter uncertainty in Kalman-filter estimation of the CIR term-structure model / Conall O'Sullivan -- EDDIE for discovering arbitrage opportunities / Edward Tsang ... [et al.].

موضوع مستند نشده

Finance, Mathematical models, Congresses

شماره رده

نشانه اثر

مستند نام اشخاص تاييد نشده

Appleby, John A. D

مستند نام اشخاص تاييد نشده

Edelman, David C.(David Charles),1956-

مستند نام اشخاص تاييد نشده

Miller, John(John James Henry),1937-

کشور

ایران

وضعیت فهرست نویسی

old catalog

فرمت انتشار

p

نوع ماده

BL

پیشوند ISBD اعمال شده است

1

سطح دسترسي

a

تكميل شده

Y