عنوان

Derivatives

شابک اشتباه

0470013222

شابک اشتباه

9780470013229

شماره

dltt

عنوان اصلي

Derivatives

نام عام مواد

[Book]

ساير اطلاعات عنواني

models on models /

نام نخستين پديدآور

Espen Gaarder Haug

محل نشرو پخش و غیره

Chichester, U.K. :

نام ناشر، پخش کننده و غيره

Wiley,

تاریخ نشرو بخش و غیره

c2007

نام خاص و کميت اثر

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

ساير جزييات

ill

متن يادداشت

Includes bibliographical references and index

متن يادداشت

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

بدون عنوان

0

منبع سفارش / آدرس اشتراک

Safari Books Online

شماره انبار

CL0500000134

عنوان

Derivatives.

شماره استاندارد بين المللي کتاب و موسيقي

9780470013229

موضوع مستند نشده

Derivative securities-- Mathematical models

شماره رده

نشانه اثر

مستند نام اشخاص تاييد نشده

Haug, Espen Gaarder

مستند نام تنالگان تاييد نشده

Ohio Library and Information Network

تاريخ عمليات

20120424135819.0

نام الکترونيکي

نوع ماده

[Book]

تكميل شده

Y