- Gebundenes Buch
- Merkliste
- Auf die Merkliste
- Bewerten Bewerten
- Teilen
- Produkt teilen
- Produkterinnerung
- Produkterinnerung
Many of these algorithms are coded in Java as programs for the Web, available from the book's home page.
Andere Kunden interessierten sich auch für
- Operational Tools in the Management of Financial Risks110,99 €
- John MarshallDictionary of Financial Engineering60,99 €
- N. Richard WerthamerRisk and Reward21,99 €
- Recent Advances in Financial Engineering - Proceedings of the 2008 Daiwa International Workshop on Financial Engineering177,99 €
- Handbook of Financial Engineering147,99 €
- Decision Technologies for Financial Engineering - Proceedings of the Fourth International Conference on Neural Networks in the Capital Markets (Nncm '96)162,99 €
- Kamran DadkhahFoundations of Mathematical and Computational Economics103,99 €
-
-
-
Many of these algorithms are coded in Java as programs for the Web, available from the book's home page.
Produktdetails
- Produktdetails
- Verlag: Cambridge University Press
- Seitenzahl: 648
- Erscheinungstermin: 10. Juli 2013
- Englisch
- Abmessung: 260mm x 183mm x 39mm
- Gewicht: 1397g
- ISBN-13: 9780521781718
- ISBN-10: 052178171X
- Artikelnr.: 22080477
- Verlag: Cambridge University Press
- Seitenzahl: 648
- Erscheinungstermin: 10. Juli 2013
- Englisch
- Abmessung: 260mm x 183mm x 39mm
- Gewicht: 1397g
- ISBN-13: 9780521781718
- ISBN-10: 052178171X
- Artikelnr.: 22080477
1. Introduction
2. Analysis of algorithms
3. Basic financial mathematics
4. Bond price volatility
5. Term structure of interest rates
6. Fundamental statistical concepts
7. Option basics
8. Arbitrage in option pricing
9. Option pricing models
10. Sensitivity analysis of options
11. Extensions of options theory
12. Forwards, futures, futures options, swaps
13. Stochastic processes and Brownian motion
14. Continuous-time financial mathematics
15. Continuous-time pricing
16. Hedging
17. Trees
18. Numerical methods
19. Matrix computation
20. Time series and estimation
21. Interest rate derivative securities
22. Term structure fitting
23. Introduction to term structure modeling
24. Foundations of term structure modeling
25. Equilibrium term structure models
26. No-arbitrage term structure models
27. Fixed-income securities
28. Introduction to mortgage-backed securities
29. Analysis of mortgage-backed securities
30. Collateralized mortgage obligations
31. Modern portfolio theory
32. Software.
2. Analysis of algorithms
3. Basic financial mathematics
4. Bond price volatility
5. Term structure of interest rates
6. Fundamental statistical concepts
7. Option basics
8. Arbitrage in option pricing
9. Option pricing models
10. Sensitivity analysis of options
11. Extensions of options theory
12. Forwards, futures, futures options, swaps
13. Stochastic processes and Brownian motion
14. Continuous-time financial mathematics
15. Continuous-time pricing
16. Hedging
17. Trees
18. Numerical methods
19. Matrix computation
20. Time series and estimation
21. Interest rate derivative securities
22. Term structure fitting
23. Introduction to term structure modeling
24. Foundations of term structure modeling
25. Equilibrium term structure models
26. No-arbitrage term structure models
27. Fixed-income securities
28. Introduction to mortgage-backed securities
29. Analysis of mortgage-backed securities
30. Collateralized mortgage obligations
31. Modern portfolio theory
32. Software.
1. Introduction
2. Analysis of algorithms
3. Basic financial mathematics
4. Bond price volatility
5. Term structure of interest rates
6. Fundamental statistical concepts
7. Option basics
8. Arbitrage in option pricing
9. Option pricing models
10. Sensitivity analysis of options
11. Extensions of options theory
12. Forwards, futures, futures options, swaps
13. Stochastic processes and Brownian motion
14. Continuous-time financial mathematics
15. Continuous-time pricing
16. Hedging
17. Trees
18. Numerical methods
19. Matrix computation
20. Time series and estimation
21. Interest rate derivative securities
22. Term structure fitting
23. Introduction to term structure modeling
24. Foundations of term structure modeling
25. Equilibrium term structure models
26. No-arbitrage term structure models
27. Fixed-income securities
28. Introduction to mortgage-backed securities
29. Analysis of mortgage-backed securities
30. Collateralized mortgage obligations
31. Modern portfolio theory
32. Software.
2. Analysis of algorithms
3. Basic financial mathematics
4. Bond price volatility
5. Term structure of interest rates
6. Fundamental statistical concepts
7. Option basics
8. Arbitrage in option pricing
9. Option pricing models
10. Sensitivity analysis of options
11. Extensions of options theory
12. Forwards, futures, futures options, swaps
13. Stochastic processes and Brownian motion
14. Continuous-time financial mathematics
15. Continuous-time pricing
16. Hedging
17. Trees
18. Numerical methods
19. Matrix computation
20. Time series and estimation
21. Interest rate derivative securities
22. Term structure fitting
23. Introduction to term structure modeling
24. Foundations of term structure modeling
25. Equilibrium term structure models
26. No-arbitrage term structure models
27. Fixed-income securities
28. Introduction to mortgage-backed securities
29. Analysis of mortgage-backed securities
30. Collateralized mortgage obligations
31. Modern portfolio theory
32. Software.