منو
رکورد قبلیرکورد بعدی

" Analytical and numerical methods for pricing financial derivatives / "


Document Type : BL
Record Number : 854641
Main Entry : Sevcovic, Daniel.
Title & Author : Analytical and numerical methods for pricing financial derivatives /\ Daniel Sevcovic, Beata Stehlikova and Karol Mikula.
Publication Statement : Hauppauge, N.Y. :: Nova Science Publisher's,, 2011.
Series Statement : Financial institutions and services
: Mathematics research developments
Page. NO : 1 online resource (xv, 309 pages) :: illustrations.
ISBN : 1617613509
: : 9781617613500
: 1617287806
: 9781617287800
Bibliographies/Indexes : Includes bibliographical references (pages 293-301) and index.
: Includes bibliographical references and index.
Contents : 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.
Subject : Derivative securities-- Prices-- Mathematical models.
Subject : Options (Finance)-- Prices-- Mathematical models.
Subject : BUSINESS ECONOMICS / Finance
Subject : Derivative securities-- Prices-- Mathematical models.
Subject : Options (Finance)-- Prices-- Mathematical models.
Dewey Classification : ‭332.64/57‬
LC Classification : ‭HG6024.A3‬‭S46 2011eb‬
copyhttps://lib.clisel.com/site/catalogue/854641
کپی لینک
پیشنهاد خرید
پیوستها
Search result is zero
نظرسنجی
نظرسنجی منابع دیجیتال

1 - آیا از کیفیت منابع دیجیتال راضی هستید؟