Advanced derivatives pricing and risk management - Info and Reading Options
theory, tools and hands-on programming application
By Claudio Albanese and Giuseppe Campolieti
"Advanced derivatives pricing and risk management" was published by Elsevier Academic Press in 2006 - Amsterdam, it has 420 pages and the language of the book is English.
“Advanced derivatives pricing and risk management” Metadata:
- Title: ➤ Advanced derivatives pricing and risk management
- Authors: Claudio AlbaneseGiuseppe Campolieti
- Language: English
- Number of Pages: 420
- Publisher: Elsevier Academic Press
- Publish Date: 2006
- Publish Location: Amsterdam
“Advanced derivatives pricing and risk management” Subjects and Themes:
- Subjects: ➤ Derivative securities - Prices - Risk management - Drama - Black Universities and colleges - Video recordings for the hearing impaired - Financial engineering - Derivaten (financiën) - Derivativos - Administração de risco - Gestion du risque - Instruments dérivés (Finances) - Prix - Derivaten (financien) - Administracao de risco
Edition Specifications:
- Pagination: xiii, 420 p. :
Edition Identifiers:
- The Open Library ID: OL15579143M - OL7938476W
- Online Computer Library Center (OCLC) ID: 61513040
- Library of Congress Control Number (LCCN): 2005026202
- ISBN-13: 9780120476824
- ISBN-10: 0120476827
- All ISBNs: 0120476827 - 9780120476824
AI-generated Review of “Advanced derivatives pricing and risk management”:
"Advanced derivatives pricing and risk management" Table Of Contents:
- 1- Pricing theory
- 2- Fixed-income instruments
- 3- Advanced topics in pricing theory : exotic options and state-dependent models
- 4- Numerical methods for value-at-risk
- 5- Project : arbitrage theory
- 6- Project : the Black-Scholes (lognormal) model
- 7- Project : quantile-quantile plots
- 8- Project : Monte Carlo pricer
- 9- Project : the binomial lattice model
- 10- Project : the trinomial lattice model
- 11- Project : Crank-Nicolson option pricer
- 12- Project : static hedging of barrier options
- 13- Project : variance swaps
- 14- Project : Monte Carlo value-at-risk for Delta-Gamma portfolios
- 15- Project : covariance estimation and scenario generation in value-at-risk
- 16- Project : interest rate trees : calibration and pricing.
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