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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

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Analytical finance.by Jan R. M. Roman.
其他題名:	Mathematics of interest rate derivatives, markets, risk and valuation
作者:	Roman, Jan R. M.
出版者:	Cham :Springer International Publishing :2017.
面頁冊數:	xxxi, 728 p. :ill., digital ;24 cm.
Contained By:	Springer eBooks
標題:	Derivative securitiesMathematical models.
電子資源:	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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