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" Derivatives "
Espen Gaarder Haug
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BL
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| Record Number
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629129
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| Doc. No
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dltt
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| Main Entry
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Haug, Espen Gaarder
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| Title & Author
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Derivatives : models on models /\ Espen Gaarder Haug
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| Publication Statement
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Chichester, U.K. :: Wiley,, c2007
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| Page. NO
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1 online resource (xiii, 368 p., [16] p. of plates) :: ill
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| ISBN
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9780470013229
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0470013222
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| Bibliographies/Indexes
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Includes bibliographical references and index
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| Contents
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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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| Subject
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Derivative securities-- Mathematical models
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| LC Classification
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HG6024.A3H383 2007
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| Added Entry
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Ohio Library and Information Network
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