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Analytical finance.Volume II,The mat...

Roman, Jan R. M.

Analytical finance.Volume II,The mathematics of interest rate derivatives, markets, risk and valuation

Record Type:	Electronic resources : Monograph/item
Title/Author:	Analytical finance.by Jan R. M. Roman.
remainder title:	Mathematics of interest rate derivatives, markets, risk and valuation
Author:	Roman, Jan R. M.
Published:	Cham :Springer International Publishing :2017.
Description:	xxxi, 728 p. :ill., digital ;24 cm.
Contained By:	Springer eBooks
Subject:	Derivative securitiesMathematical models.
Online resource:	http://dx.doi.org/10.1007/978-3-319-52584-6
ISBN:	9783319525846$q(electronic bk.)

Analytical finance.Volume II,The mathematics of interest rate derivatives, markets, risk and valuation
Roman, Jan R. M.

Analytical finance.Volume II,The mathematics of interest rate derivatives, markets, risk and valuation[electronic resource] /Mathematics of interest rate derivatives, markets, risk and valuationby Jan R. M. Roman. - Cham :Springer International Publishing :2017. - xxxi, 728 p. :ill., digital ;24 cm.

Pricing via Arbitrage -- The Central Limit Theorem -- The Binomial model -- More on Binomial models -- Finite difference methods -- Value-at-Risk - VaR -- Introduction to probability theory -- Stochastic integration -- Partial parabolic differential equations and Feynman-Kač -- The Black-Scholes-Merton model -- American versus European options -- Analytical pricing formulas for American options -- Poisson processes and jump diffusion -- Diffusion models in general -- Hedging -- Exotic Options -- Volatility -- Something about weather derivatives -- A Practical guide to pricing -- Pricing using deflators -- Securities with dividends -- Some Fixed-Income securities and Black-Scholes.

ISBN: 9783319525846$q(electronic bk.)

Standard No.: 10.1007/978-3-319-52584-6doiSubjects--Topical Terms:

228279
Derivative securities
--Mathematical models.

LC Class. No.: HG6024.A3 / .R636 2017

Dewey Class. No.: 332.632

Analytical finance.Volume II,The mathematics of interest rate derivatives, markets, risk and valuation
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245 1 0 $a Analytical finance. $n Volume II, $p The mathematics of interest rate derivatives, markets, risk and valuation $h [electronic resource] / $c by Jan R. M. Roman.
246 3 0 $a Mathematics of interest rate derivatives, markets, risk and valuation
260 $a Cham : $b Springer International Publishing : $b Imprint: Palgrave Macmillan, $c 2017.
300 $a xxxi, 728 p. : $b ill., digital ; $c 24 cm.
505 0 $a Pricing via Arbitrage -- The Central Limit Theorem -- The Binomial model -- More on Binomial models -- Finite difference methods -- Value-at-Risk - VaR -- Introduction to probability theory -- Stochastic integration -- Partial parabolic differential equations and Feynman-Kač -- The Black-Scholes-Merton model -- American versus European options -- Analytical pricing formulas for American options -- Poisson processes and jump diffusion -- Diffusion models in general -- Hedging -- Exotic Options -- Volatility -- Something about weather derivatives -- A Practical guide to pricing -- Pricing using deflators -- Securities with dividends -- Some Fixed-Income securities and Black-Scholes.
650 0 $a Derivative securities $x Mathematical models. $3 228279
650 0 $a Interest rates $x Mathematical models. $3 182968
650 1 4 $a Finance. $3 183252
650 2 4 $a Financial Engineering. $3 744568
650 2 4 $a Quantitative Finance. $3 274071
650 2 4 $a Capital Markets. $3 741694
650 2 4 $a Risk Management. $3 297189
710 2 $a SpringerLink (Online service) $3 273601
773 0 $t Springer eBooks
856 4 0 $u http://dx.doi.org/10.1007/978-3-319-52584-6
950 $a Economics and Finance (Springer-41170)