loading

Derivatives : : The theory and practice of financial engineering / Paul Wilmott

Tác giả : Paul Wilmott

Nhà xuất bản : J. Wiley

Năm xuất bản : 1998

Nơi xuất bản : Chichester, West Sussex, England ; New York

Mô tả vật lý : xx, 739 p. : ill. ; 26 cm. + 1 computer laser optical disc (4 3/4 in.)

ISBN : 9780471983897

Số phân loại : 332.645

Chủ đề : 1. Toán tài chính. 2. Derivative securities -- Mathematical models. 3. Options (Finance) -- Mathematical models. 4. Options (Finance) -- Mathematical models -- Prices. 5. Đầu tư tài chính. 6. Quản lý đầu tư. 7. Toán tài chính.

Thông tin chi tiết

Tóm tắt :

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.

 Thông tin dữ liệu nguồn

 Thư viện  Ký hiệu xếp giá  Dữ liệu nguồn
Thư viện đại học Cần Thơ
https://lrcopac.ctu.edu.vn/pages/opac/wpid-detailbib-id-153310.html