عنوان
پدید آورنده
موضوع
رده
HG174 .B83 2002
HG174
.
B83
2002
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
3540426574
(Number (ISBN
9783540426578
NATIONAL BIBLIOGRAPHY NUMBER
Number
b784155
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
Uncertain volatility models :
General Material Designation
[Book]
Other Title Information
theory and application /
First Statement of Responsibility
Robert Buff.
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
New York :
Name of Publisher, Distributor, etc.
Springer,
Date of Publication, Distribution, etc.
[2002]
Date of Publication, Distribution, etc.
©2002
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
xi, 243 pages :
Other Physical Details
illustrations ;
Dimensions
24 cm +
Accompanying Material
computer optical disc (4 1/2 in.).
SERIES
Series Title
Springer finance
CONTENTS NOTE
Text of Note
1. Introduction -- pt. I. Computational finance: theory. 2. Notation and basic definitions. 3. Continuous time finance. 4. Scenario-based evaluation and uncertainty -- pt. II. Algorithms for uncertain volatility models. 5. A lattice framework. 6. Algorithms for vanila options. 7. Algorithms for barrier options. 8. Algorithms for American options. 9. Exotic volatility scenarios -- pt. III. Object -- oriented implementation. 10. The architecture of Mtg. 11. The class hierarchy of MtgLib: external. 12. The class hierarchy of MtgLib: internal. 13. Extensions for Monte-Carlo pricing and calibration.
0
TOPICAL NAME USED AS SUBJECT
Derivative securities-- Prices-- Mathematical models.
Exotic options (Finance)
Finance-- Mathematical models.
Risk assessment-- Mathematical models.
Algoritmen.
Black-Scholes-Modell
C++
Derivat
Derivative securities-- Prices-- Mathematical models.
Évaluation des risques.
Exotic options (Finance)
Finance-- Mathematical models.
Incertitude (Économie politique)
Modèle mathématique.
Onzekerheid.
Option exotique (Finances)
Optionspreis
Portfolio-analyse.
Risk assessment-- Mathematical models.
Risque financier.
Volatilität
Volatilité (Finances)
(SUBJECT CATEGORY (Provisional
HG
DEWEY DECIMAL CLASSIFICATION
Number
332
.
6450151
Edition
21
LIBRARY OF CONGRESS CLASSIFICATION
Class number
HG174
Book number
.
B83
2002
OTHER CLASS NUMBERS
Class number
31
.
80
System Code
bcl
PERSONAL NAME - PRIMARY RESPONSIBILITY
Buff, Robert
ORIGINATING SOURCE
Date of Transaction
20201206222254.0
ELECTRONIC LOCATION AND ACCESS
Electronic name
مطالعه متن کتاب [Book]
Y
