國立高雄大學圖資館 |

語系: 繁體中文

說明(常見問題)

圖資館首頁

登入

回首頁

切換: 標籤 | MARC模式 | ISBD

An introduction to the mathematics o...

Hirsa, Ali.

An introduction to the mathematics of financial derivatives

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	An introduction to the mathematics of financial derivativesedited by Ali Hirsa, Salih N. Neftci.
其他作者:	Hirsa, Ali.
出版者:	Amsterdam :Academic Press,c2013.
面頁冊數:	1 online resource (480 p.)
標題:	Derivative securitiesMathematics.
電子資源:	click for full text
ISBN:	9780123846822 (electronic bk.)

An introduction to the mathematics of financial derivatives
An introduction to the mathematics of financial derivatives[electronic resource] /edited by Ali Hirsa, Salih N. Neftci. - 3rd ed. - Amsterdam :Academic Press,c2013. - 1 online resource (480 p.)

Includes bibliographical references and index.

Financial derivatives--a brief introduction -- A primer onthe arbitrage theorem -- Review of deterministic calculus -- Pricing derivatives : models and notation -- Tools in probability theory -- Martingales and Martingale representations -- Differentiation in stochastic environments -- The Wiener process, LÃ©vy processes, and rare events in financial markets -- Integration in stochastic environments -- ItÃ´'s lemma -- The dynamics of derivative prices -- Pricing derivative products : partialdifferential equations -- PDEs and PIDEs--an application -- Pricing derivative products : equivalent Martingale measures -- Equivalent Martingale measures -- New results and tools for interest-sensitive securities -- Arbitrage theorem in a new setting -- Modeling term structure and related concepts -- Classical and HJM approach to fixed income -- Classical PDE analysis for interest rate derivatives -- Relating conditional expectations to PDEs -- Pricing derivatives via Fourier transform technique -- Credit spread and credit derivatives -- Stopping times andAmerican-type securities -- Overview of calibration and estimation techniques.

ISBN: 9780123846822 (electronic bk.)Subjects--Topical Terms:

187103
Derivative securities
--Mathematics.

LC Class. No.: HG6024.A3

Dewey Class. No.: 332.6320151

An introduction to the mathematics of financial derivatives
LDR:02036nmm a2200265 a 4500 001 492226
003 OCoLC
005 20140509171637.0
006 m o d
007 cr cn|||||||||
008 170215s2013 ne a ob 001 0 eng
020 $a 9780123846822 (electronic bk.)
020 $a 012384682X (electronic bk.)
035 $a (OCoLC)859555808
035 $a 16000143
040 $a UKMGB $b eng $c UKMGB $d OCLCO $d YDXCP $d IBS $d FUT $d BTCTA
041 0 $a eng
050 4 $a HG6024.A3
082 0 4 $a 332.6320151 $2 23
245 0 3 $a An introduction to the mathematics of financial derivatives $h [electronic resource] / $c edited by Ali Hirsa, Salih N. Neftci.
250 $a 3rd ed.
260 $a Amsterdam : $b Academic Press, $c c2013.
300 $a 1 online resource (480 p.)
504 $a Includes bibliographical references and index.
505 0 $a Financial derivatives--a brief introduction -- A primer onthe arbitrage theorem -- Review of deterministic calculus -- Pricing derivatives : models and notation -- Tools in probability theory -- Martingales and Martingale representations -- Differentiation in stochastic environments -- The Wiener process, LÃ©vy processes, and rare events in financial markets -- Integration in stochastic environments -- ItÃ´'s lemma -- The dynamics of derivative prices -- Pricing derivative products : partialdifferential equations -- PDEs and PIDEs--an application -- Pricing derivative products : equivalent Martingale measures -- Equivalent Martingale measures -- New results and tools for interest-sensitive securities -- Arbitrage theorem in a new setting -- Modeling term structure and related concepts -- Classical and HJM approach to fixed income -- Classical PDE analysis for interest rate derivatives -- Relating conditional expectations to PDEs -- Pricing derivatives via Fourier transform technique -- Credit spread and credit derivatives -- Stopping times andAmerican-type securities -- Overview of calibration and estimation techniques.
650 0 $a Derivative securities $x Mathematics. $3 187103
700 1 $a Hirsa, Ali. $3 671257
700 1 $a Neftci, Salih N. $3 233786
856 4 0 $u http://www.sciencedirect.com/science/book/9780123846822 $z click for full text