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Fixed Income Securities and Derivatives Handbook: Analysis and Valuation
Praise for Fixed-Income Securities and Derivatives Handbook Second Edition "I have been looking for books for my clients and obtained a copy of your book. I think it is the best book about fixed-income securities out there. The book is extremely well written and is the best resource I have found so far." —Patrick Y. Shim, Financial Advisor, CG Investment Group, Wells Fargo Advisors, LLC The Second Edition of the Fixed-Income Securities...
376 p itc 20/01/2013 345 1
Từ khóa: financial advisor, credit derivative market, securitization, relative value, bond market, analysis and valuation, fixed income securities
Financial Calculus: An Introduction to Derivative Pricing
Here is the first rigorous and accessible account of the mathematics behind the pricing, construction, and hedging of derivative securities. With mathematical precision and in a style tailored for market practioners, the authors describe key concepts such as martingales, change of measure, and the Heath-Jarrow-Morton model. Starting from discrete-time hedging on binary trees, the authors develop continuous-time stock models (including the...
241 p itc 20/01/2013 348 1
Từ khóa: finance economics, financial calculus, derivative pricing, hedging, derivative securities, stock models
Finance Corporate Fiance Volume 1
This book was printed on recycled paper. Finance http://www.mhhe.com/primis/online/ Copyright ©2003 by The McGraw−Hill Companies, Inc. All rights reserved. Printed in the United States of America. Except as permitted under the United States Copyright Act of 1976, no part of this publication may be reproduced or distributed in any form or by any means, or stored in a database or retrieval system, without prior written permission of the...
969 p itc 20/01/2013 314 1
Từ khóa: Finance, financial advisor, credit derivative market, securitization, relative value, bond market, analysis and valuation, fixed income securities
Continuous-Time Methods in Finance: A Review and an Assessment
Continuous-Time Methods in Finance: A Review and an Assessment SURESH M. SUNDARESAN* ABSTRACT I survey and assess the development of continuous-time methods in finance during the last 30 years. The subperiod 1969 to 1980 saw a dizzying pace of development with seminal ideas in derivatives securities pricing, term structure theory, asset pricing, and optimal consumption and portfolio choices. During the period 1981 to 1999 the theory has been...
54 p itc 17/01/2013 386 1
Từ khóa: a review and an assessment, methods in finance, finance, derivatives securities pricing, term structure theory, asset pricing, optimal consumption, portfolio choices
This book is the definitive and most comprehensive guide to modeling derivatives in C++ today. Providing readers with not only the theory and math behind the models, as well as the fundamental concepts of financial engineering, but also actual robust object-oriented C++ code, this is a practical introduction to the most important derivative models used in practice today, including equity (standard and exotics including barrier, lookback, and...
841 p itc 08/01/2013 272 1
Từ khóa: modeling derivatives in C++, programming languages, computer science, programming languages C, kỹ thuật lập trình, C++ code
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