Derivatives : The theory and practice of financial engineering
The book is divided into six parts: Part One: acts as an introduction and explanation of the fundamentals of derivatives theory and practice, dealing with the equity, commodity and currency worlds. Part Two: takes the mathematics of Part One to a more complex level, introducing the concept of path...
Đã lưu trong:
| Tác giả chính: | |
|---|---|
| Định dạng: | Sách |
| Ngôn ngữ: | Undetermined |
| Được phát hành: |
Chichester, West Sussex, England ; New York
J. Wiley
1998
|
| Những chủ đề: | |
| Các nhãn: |
Thêm thẻ
Không có thẻ, Là người đầu tiên thẻ bản ghi này!
|
| Thư viện lưu trữ: | Trung tâm Học liệu Trường Đại học Cần Thơ |
|---|
| LEADER | 01620nam a2200229Ia 4500 | ||
|---|---|---|---|
| 001 | CTU_153310 | ||
| 008 | 210402s9999 xx 000 0 und d | ||
| 020 | |c 188.76 | ||
| 082 | |a 332.645 | ||
| 082 | |b W744 | ||
| 100 | |a Wilmott, Paul | ||
| 245 | 0 | |a Derivatives : | |
| 245 | 4 | |b The theory and practice of financial engineering | |
| 245 | 0 | |c Paul Wilmott | |
| 260 | |a Chichester, West Sussex, England ; New York | ||
| 260 | |b J. Wiley | ||
| 260 | |c 1998 | ||
| 520 | |a The book is divided into six parts: Part One: acts as an introduction and explanation of the fundamentals of derivatives theory and practice, dealing with the equity, commodity and currency worlds. Part Two: takes the mathematics of Part One to a more complex level, introducing the concept of path dependency. Part Three: concerns extensions of the Black-Scholes world, both classic and modern. Part Four : deals with models for fixed-income products. Part Five : describes models for risk management and measurement. Part Six : delivers the numerical methods required for implementing the models described in the rest of the book Derivatives also includes a CD containing a wide variety of implementation material related to the book in the form of spreadsheets and executable programs together with resource material such as demonstration software and relevant contributed articles. | ||
| 650 | |a Derivative securities,Options (Finance),Options (Finance),Toán tài chính | ||
| 650 | |x Mathematical models,Mathematical models,Prices,Mathematical models | ||
| 904 | |i Nguyên | ||
| 980 | |a Trung tâm Học liệu Trường Đại học Cần Thơ | ||