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Financial derivatives in theory and ...

Hunt, P. J. (1964-)

Financial derivatives in theory and practice /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Financial derivatives in theory and practice /P.J. Hunt, J.E. Kennedy.
作者:	Hunt, P. J.
其他作者:	Kennedy, J. E.
出版者:	Hoboken, NJ :John Wiley & Sons,c2004.
面頁冊數:	xx, 437 p. :ill. ;23 cm.
叢書名:	Wiley series in probability and statistics.
標題:	Derivative securities.
ISBN:	0470863595 (pbk. : alk. paper)

Financial derivatives in theory and practice /
Hunt, P. J.1964-

Financial derivatives in theory and practice /P.J. Hunt, J.E. Kennedy. - Hoboken, NJ :John Wiley & Sons,c2004. - xx, 437 p. :ill. ;23 cm. - Wiley series in probability and statistics..

Includes bibliographical references (p. [423]-426) and index.

Single-period option pricing -- Brownian motion -- Martingales -- Stochastic integration -- Girsanov and Martingale representation -- Stochastic differential equations -- Option pricing in continuous time -- Dynamic term structure models -- Modelling in practice -- Basic instruments and terminology -- Pricing standard market derivatives -- Futures contracts -- Terminal swap-rate models -- Convexity corrections -- Implied interest rate pricing models -- Multi-currency terminal swap-rate models -- Short-rate models -- Market models -- Markov-functional modelling -- Exercises and solutions.

ISBN: 0470863595 (pbk. : alk. paper)

LCCN: 2004049748Subjects--Topical Terms:

200051
Derivative securities.

LC Class. No.: HG6024.A3 / H86 2004

Dewey Class. No.: 332.6457

Financial derivatives in theory and practice /
LDR:01450cam _22002774a_450 001 159360
003 OCoLC
003 oLC
005 041222024426.0
005 20041222024426.0
008 090528s2004 enka b 001 0 eng
010 $a 2004049748
020 $a 0470863595 (pbk. : alk. paper)
020 $a 0470863587 (alk. paper) : $c NT$1100
035 $a 00130662
040 $a DLC $c DLC $d IBS $d RDI
041 $a eng
042 $a pcc
049 $a RDIA
050 0 0 $a HG6024.A3 $b H86 2004
082 0 0 $2 22 $a 332.6457
100 $a Hunt, P. J. $q (Philip James), $d 1964- $3 438503
245 1 0 $a Financial derivatives in theory and practice / $c P.J. Hunt, J.E. Kennedy.
260 $a Hoboken, NJ : $a Southern Gate, Chichester, West Sussex, England $c c2004. $b John Wiley & Sons,
300 $a xx, 437 p. : $b ill. ; $c 23 cm.
440 0 $a Wiley series in probability and statistics.
504 $a Includes bibliographical references (p. [423]-426) and index.
505 0 $a Single-period option pricing -- Brownian motion -- Martingales -- Stochastic integration -- Girsanov and Martingale representation -- Stochastic differential equations -- Option pricing in continuous time -- Dynamic term structure models -- Modelling in practice -- Basic instruments and terminology -- Pricing standard market derivatives -- Futures contracts -- Terminal swap-rate models -- Convexity corrections -- Implied interest rate pricing models -- Multi-currency terminal swap-rate models -- Short-rate models -- Market models -- Markov-functional modelling -- Exercises and solutions.
650 $a Derivative securities. $3 200051
700 $a Kennedy, J. E. $3 221371