عنوان
پدید آورنده
موضوع
رده
HG6024.A3 S46 2011eb
HG6024
.
A3
S46
2011eb
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
1617613509
(Number (ISBN
9781617613500
Erroneous ISBN
1617287806
Erroneous ISBN
9781617287800
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
Analytical and numerical methods for pricing financial derivatives /
General Material Designation
[Book]
First Statement of Responsibility
Daniel Sevcovic, Beata Stehlikova and Karol Mikula.
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Hauppauge, N.Y. :
Name of Publisher, Distributor, etc.
Nova Science Publisher's,
Date of Publication, Distribution, etc.
2011.
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
1 online resource (xv, 309 pages) :
Other Physical Details
illustrations.
SERIES
Series Title
Financial institutions and services
Series Title
Mathematics research developments
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references (pages 293-301) and index.
Text of Note
Includes bibliographical references and index.
CONTENTS NOTE
Text of Note
The role of protecting financial portfolios -- Black-Scholes and Merton model -- European style of options -- Analysis of dependence of option prices on model parameters -- Option pricing under transaction costs -- Modeling and pricing exotic financial derivatives -- Short interest rate modeling -- Pricing of interest rate derivatives -- American types of derivative securities -- Numerical methods for pricing of simple derivatives -- Nonlinear extensions of the Black-Scholes pricing model -- Transformation methods for pricing American options -- Calibration of interest rate and term structure models -- Advanced topics in the term structure modeling.
0
OTHER EDITION IN ANOTHER MEDIUM
Title
Analytical and numerical methods for pricing financial derivatives.
International Standard Book Number
9781617287800
TOPICAL NAME USED AS SUBJECT
Derivative securities-- Prices-- Mathematical models.
Options (Finance)-- Prices-- Mathematical models.
BUSINESS & ECONOMICS / Finance
Derivative securities-- Prices-- Mathematical models.
Options (Finance)-- Prices-- Mathematical models.
(SUBJECT CATEGORY (Provisional
BUS-- 027000
DEWEY DECIMAL CLASSIFICATION
Number
332
.
64/57
Edition
22
LIBRARY OF CONGRESS CLASSIFICATION
Class number
HG6024
.
A3
Book number
S46
2011eb
PERSONAL NAME - PRIMARY RESPONSIBILITY
Sevcovic, Daniel.
ORIGINATING SOURCE
Date of Transaction
20200823050621.0
Cataloguing Rules (Descriptive Conventions))
pn
ELECTRONIC LOCATION AND ACCESS
Electronic name
مطالعه متن کتاب [Book]
Y
