
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
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https://lrcopac.ctu.edu.vn/pages/opac/wpid-detailbib-id-153310.html |