عنوان

Quantitative finance /

شابک

1118629884

شابک

1118629965

شابک

1118630009

شابک

9781118629888

شابک

9781118629963

شابک

9781118630006

شابک اشتباه

9781118629956

عنوان اصلي

Quantitative finance /

نام عام مواد

[Book]

نام نخستين پديدآور

Maria C. Mariani, University of Texas at El Paso, Texas, United States, Ionut Florescu, Stevens Intistute of Technology, Hoboken, United States.

محل نشرو پخش و غیره

Hoboken, NJ :

نام ناشر، پخش کننده و غيره

Wiley,

تاریخ نشرو بخش و غیره

2020.

نام خاص و کميت اثر

1 online resource (xvii, 470 pages).

عنوان فروست

Wiley series in statistics in practice

متن يادداشت

Includes bibliographical references and index.

متن يادداشت

"This book falls broadly in the area of financial mathematics. It presents a multitude of topics that are relevant to the quantitative finance community. Experts in teaching and active in research, the authors aim to discuss theory in the context of applications to specific practical problems. The book is complete with different coding techniques in R and MATLAB and generic pseudo-algorithms to modern finance. Starting with the theoretical backdrop needed from probability and stochastic processes and the description of financial instruments priced throughout the book, the classical Black-Scholes-Merton model is, then, presented in a uniquely accessible and understandable way. Implied volatility, local volatility surfaces, and general methods of inverting partial differential equations (PDE's) are, then, discussed. Two fundamental ways of calculating the price of options and other derivatives are showcased along with a solid presentation of the usual topics in fixed income derivatives, classical models, portfolio management, and hedging portfolios. The book concludes with several new and advanced models from current literature such as nonlinear PDE's for stochastic volatility models in a transaction fee market and PDE's in a jump-diffusion with stochastic volatility models. There are over 300 examples and exercises that are appropriate for the beginning learner and the practicing financier"--

عنوان

Quantitative finance

شماره استاندارد بين المللي کتاب و موسيقي

9781118629956

موضوع مستند نشده

Business mathematics.

موضوع مستند نشده

Finance-- Econometric models.

موضوع مستند نشده

Finance-- Mathematical models.

موضوع مستند نشده

Business mathematics.

موضوع مستند نشده

Finance-- Econometric models.

موضوع مستند نشده

Finance-- Mathematical models.

شماره

ويراست

شماره رده

نشانه اثر

مستند نام اشخاص تاييد نشده

Mariani, Maria C.

مستند نام اشخاص تاييد نشده

Florescu, Ionuţ,1973-

تاريخ عمليات

20200822151736.0

قواعد فهرست نويسي ( بخش توصيفي )

rda

نام الکترونيکي

نوع ماده

[Book]

تكميل شده

Y