Modelling and hedging equity derivatives

• 其他作者: Brockhaus, Oliver.
• 出版: London : Risk 1999.
• 稽核項: 1 online resource (xiv, 287 pages) :illustrations.
• 標題: Instruments dérivés (Finances) Modèles mathématiques. , Hedging (Finance) , Derivative securities. , Derivative securities Mathematical models. , Derivative securities , Modèles mathématiques. , Mathematical models. , Instruments dérivés (Finances) , Electronic books. , Investments & SecuritiesGeneral. , Couverture (Finances) , BUSINESS & ECONOMICS Investments & Securities -- General. , BUSINESS & ECONOMICS
• ISBN: 1899332340 , 9781899332342
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• 附註: Includes bibliographical references (pages 281-284) and index. Mathematical fundamentals -- Closed-form solutions for standard products -- Closed-form solutions for non-standard products -- Closed-form solutions for multi-asset products -- Closed-form fixed income and hybrid products -- The tree approach -- Monte Carlo methods -- A partial differential equation solver -- Further modelling issues -- Hedging -- Implementation issues -- Appendix, Useful formulas.
• 電子資源: https://dbs.tnua.edu.tw/login?url=https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=16870
• 系統號: 005292156
• 資料類型: 電子書
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• 引用網址: 複製連結
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