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019 148064867|a163833822|a441808479|a505139246|a648304049
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020 9780080488097|q(electronic book)
020 0080488099|q(electronic book)
020 |z9780120476824
020 |z0120476827
035 (OCoLC)213298521|z(OCoLC)148064867|z(OCoLC)163833822
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037 98846:98849|bElsevier Science & Technology|nhttp://
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037 9CA3E68E-40B8-45CA-B2F0-C9A3200DDCCF|bOverDrive, Inc.
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050 4 HG6024.A3|bA44 2006eb
072 7 BUS|x036000|2bisacsh
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090 HG6024.A3|bA44 2006eb
100 1 Albanese, Claudio.|0https://id.loc.gov/authorities/names/
n2005067796
245 10 Advanced derivatives pricing and risk management :|btheory,
tools and hands-on programming application /|cClaudio
Albanese and Giuseppe Campolieti.
264 1 Amsterdam ;|aBoston :|bElsevier Academic Press,|c[2006]
264 4 |c©2006
300 1 online resource (xiii, 420 pages) :|billustrations.
336 text|btxt|2rdacontent
337 computer|bc|2rdamedia
338 online resource|bcr|2rdacarrier
340 |gpolychrome|2rdacc
347 text file|2rdaft
490 1 Academic Press advanced finance series
504 Includes bibliographical references (pages 399-405) and
index.
505 0 Pricing theory -- Fixed-income instruments -- Advanced
topics in pricing theory : exotic options and state-
dependent models -- Numerical methods for value-at-risk --
Project : arbitrage theory -- Project : the Black-Scholes
(lognormal) model -- Project : quantile-quantile plots --
Project : Monte Carlo pricer -- Project : the binomial
lattice model -- Project : the trinomial lattice model --
Project : Crank-Nicolson option pricer -- Project : static
hedging of barrier options -- Project : variance swaps --
Project : Monte Carlo value-at-risk for Delta-Gamma
portfolios -- Project : covariance estimation and scenario
generation in value-at-risk -- Project : interest rate
trees : calibration and pricing.
520 Written by leading academics and practitioners in the
field of financial mathematics, the purpose of this book
is to provide a unique combination of some of the most
important and relevant theoretical and practical tools
from which any advanced undergraduate and graduate student,
professional quant and researcher will benefit. This book
stands out from all other existing books in quantitative
finance from the sheer impressive range of ready-to-use
software and accessible theoretical tools that are
provided as a complete package. By proceeding from simple
to complex, the authors cover core topics in derivative
pricing and risk management in a style that is engaging,
accessible and self-instructional. The book contains a
wide spectrum of problems, worked-out solutions, detailed
methodologies and applied mathematical techniques for
which anyone planning to make a serious career in
quantitative finance must master. In fact, core portions
of the books material originated and evolved after years
of classroom lectures and computer laboratory courses
taught in a world-renowned professional Masters program in
mathematical finance. As a bonus to the reader, the book
also gives a detailed exposition on new cutting-edge
theoretical techniques with many results in pricing theory
that are published here for the first time. *Includes easy
-to-implement VB/VBA numerical software libraries
*Proceeds from simple to complex in approaching pricing
and risk management problems *Provides analytical methods
to derive cutting-edge pricing formulas for equity
derivatives.
588 0 Print version record.
590 eBooks on EBSCOhost|bEBSCO eBook Subscription Academic
Collection - North America
650 0 Risk management.|0https://id.loc.gov/authorities/subjects/
sh85114200
650 0 Derivative securities|0https://id.loc.gov/authorities/
subjects/sh93005704|xPrices.|0https://id.loc.gov/
authorities/subjects/sh2002006518
650 7 Risk management.|2fast|0https://id.worldcat.org/fast/
1098164
650 7 Derivative securities|xPrices.|2fast|0https://
id.worldcat.org/fast/1425056
650 7 Derivative securities.|2fast|0https://id.worldcat.org/fast
/891019
655 4 Electronic books.
700 1 Campolieti, Giuseppe|c(Mathematics professor)|0https://
id.loc.gov/authorities/names/nb2008012137
776 08 |iPrint version:|aAlbanese, Claudio.|tAdvanced derivatives
pricing and risk management.|dAmsterdam ; Boston :
Elsevier Academic Press, ©2006|z0120476827|z9780120476824
|w(DLC) 2005026202|w(OCoLC)61513040
830 0 Academic Press advanced finance series.|0https://
id.loc.gov/authorities/names/no2004032910
856 40 |uhttps://rider.idm.oclc.org/login?url=http://
search.ebscohost.com/login.aspx?direct=true&scope=site&
db=nlebk&AN=196097|zOnline eBook. Access restricted to
current Rider University students, faculty, and staff.
856 42 |3Instructions for reading/downloading this eBook|uhttp://
guides.rider.edu/ebooks/ebsco
901 MARCIVE 20231220
948 |d201606016|cEBSCO|tebscoebooksacademic|lridw
994 92|bRID
