The concepts and practice of mathematical finance
Year of publication: |
2008 ; 2. ed.
|
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Authors: | Joshi, Mark S. |
Publisher: |
Cambridge [u.a.] : Cambridge Univ. Press |
Subject: | Finanzmathematik | Optionspreis | Derivat <Wertpapier> |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
Extent: | XVIII, 539 S. : graph. Darst. |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Hier auch später erschienene unveränderte Nachdrucke. |
ISBN: | 978-0-521-51408-8 |
Classification: | Angewandte Mathematik ; Investition, Finanzierung |
Source: |
-
Stochastic implied volatility : a factor-based model
Hafner, Reinhold, (2004)
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The mathematics of financial derivatives : a student introduction
Wilmott, Paul, (2009)
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Mathematik in der modernen Finanzwelt : Derivate, Portfoliomodelle und Ratingverfahren
Reitz, Stefan, (2011)
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Achieving smooth asymptotics for the prices of European options in binomial trees
Joshi, Mark S., (2007)
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Achieving higher order convergence for the prices of European pptions in binomial trees
Joshi, Mark S., (2007)
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Partial proxy simulation schemes for generic and robust Monte-Carlo greeks
Fries, Christian P., (2006)
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