1 Foundations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 1.1 Principles of Monte Carlo . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 1.1.1 Introduction . . . . . . ....
Book:Market Risk Analysis: Pricing, Hedging and Trading Financial Instruments Author:Carol Alexander Publisher: Wiley Number Of Pages: 416 Publication Date: 2008-06-30 ISBN-10 / ASIN: 0470997893 ISBN-13 / EAN: 9780470997895 Binding: Hardco...
Hardcover: 276 pages Publisher: Wiley (May 30, 2001) Language: English ISBN-10: 0471499226 ISBN-13: 978-0471499220 目录 Preface. Acknowledgements. Introduction. ADVANCED MODELLING IN EXCEL. Advanced Excel Functions and Procedures. Introduc...
By Paul Wilmott Publisher: Wiley Number Of Pages: 1500 Publication Date: 2006-03-10 ISBN-10 / ASIN: 0470018704 ISBN-13 / EAN: 9780470018705 Binding: Hardcover 【目录信息】 1. Products and Markets. 2. Derivatives. 3. The Random Behavior of...
Haug, E. G. (2007). ISBN: 0071389970, ISBN13: 9780071389976 536 pages Options Pricing Overview Black-Scholes-Merton Black-Scholes-Merton Greeks Analytical Formulas for American Options Exotic Options Single Asset Exotic Options on Two Asse...
光盘书名:Paul Wilmott Introduces Quantitative Finance 作者:Paul Wilmott 页:722 pages 出版者:Wiley 有人上传要70 这里8卖了 Preface 1 Products and Markets: Equities, Commodities, Exchange Rates, Forwards and Futures 1 2 Derivatives 27 3 P...
其他相关信息: [作者/译者] Peter Jaeckel (Author) [出版社] Wiley-Interscience [关键词] initialisation numbers, unit initialisation, interpolated implied volatility curve, Monte Carlo, Density of Ali-Mikhail-Haq, Density of Clayton [内容简...
1、[书名] Monte Carlo Methods In Finance 2、[作者] Peter Jaeckel (Author) 3、[出版社] Wiley-Interscience 4、[关键词] initialisation numbers, unit initialisation, interpolated implied volatility curve, Monte Carlo, Density of Ali-Mikhail-Ha...
Hardcover: 232 pages Publisher: McGraw-Hill; 1 edition (September 1, 1997) Language: English ISBN-10: 0786312408 ISBN-13: 978-0786312405 Overview Long-established as a definitive resource by Wall Street professionals, The Complete Guide to...
PART I THEORY AND APPLICATIONS OF DERIVATIVES MODELING Chapter 1 Introduction to Counterparty Credit Risk Chapter 2Basics of Arbitrage Martingale Arbitrage Pricing in Real Market Chapter 3 The Black-Scholes Framework and Extensions Chapter...