Cargando…
Computational finance : numerical methods for pricing financial instruments /
Accompanying CD-ROM contains ... "working computer code, demonstration applications, and also PDF versions of several research articles that are referred to in the book."--D.j
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Oxford ; Boston :
Elsevier Butterworth-Heinemann,
2004.
|
| Colección: | Quantitative finance series.
|
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
| LEADER | 00000cam a2200000 a 4500 | ||
|---|---|---|---|
| 001 | EBSCO_ocn123912142 | ||
| 003 | OCoLC | ||
| 005 | 20231017213018.0 | ||
| 006 | m o d | ||
| 007 | cr cnu---unuuu | ||
| 008 | 070502s2004 enka ob 001 0 eng d | ||
| 040 | |a N$T |b eng |e pn |c N$T |d OCLCQ |d MERUC |d UBY |d E7B |d OCLCQ |d IDEBK |d OCLCQ |d OCLCF |d OCLCO |d NLGGC |d OCLCO |d YDXCP |d OCLCQ |d OCLCO |d TEFOD |d OCLCQ |d AGLDB |d OCLCQ |d VNS |d OCLCQ |d VTS |d NLE |d UKMGB |d G3B |d K6U |d VLY |d OCLCQ |d OCLCO |d MHW |d DST |d OCLCQ |d OCLCO |d OCLCQ |d OCLCO | ||
| 015 | |a GBB6H1919 |2 bnb | ||
| 016 | 7 | |a 017548582 |2 Uk | |
| 019 | |a 441775544 |a 505095164 |a 648175995 |a 759841524 |a 1162219697 |a 1241762572 |a 1300569102 | ||
| 020 | |a 9780080472270 |q (electronic bk.) | ||
| 020 | |a 0080472273 |q (electronic bk.) | ||
| 020 | |a 1280966491 | ||
| 020 | |a 9781280966491 | ||
| 020 | |a 9786610966493 | ||
| 020 | |a 6610966494 | ||
| 020 | |z 0750657227 | ||
| 020 | |z 9780750657228 | ||
| 029 | 1 | |a AU@ |b 000051561133 | |
| 029 | 1 | |a DEBBG |b BV042966992 | |
| 029 | 1 | |a DEBSZ |b 422393592 | |
| 029 | 1 | |a GBVCP |b 799411671 | |
| 029 | 1 | |a UKMGB |b 017548582 | |
| 035 | |a (OCoLC)123912142 |z (OCoLC)441775544 |z (OCoLC)505095164 |z (OCoLC)648175995 |z (OCoLC)759841524 |z (OCoLC)1162219697 |z (OCoLC)1241762572 |z (OCoLC)1300569102 | ||
| 037 | |a 0AB82EB3-02A5-4408-9A04-5DD5D4401ECB |b OverDrive, Inc. |n http://www.overdrive.com | ||
| 050 | 4 | |a HG106 |b .L48 2004eb | |
| 072 | 7 | |a BUS |x 027000 |2 bisacsh | |
| 082 | 0 | 4 | |a 332.01/5197 |2 22 |
| 049 | |a UAMI | ||
| 100 | 1 | |a Levy, George. | |
| 245 | 1 | 0 | |a Computational finance : |b numerical methods for pricing financial instruments / |c George Levy. |
| 260 | |a Oxford ; |a Boston : |b Elsevier Butterworth-Heinemann, |c 2004. | ||
| 300 | |a 1 online resource (xiv, 443 pages) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a Quantitative finance series | |
| 500 | |a Series statement from dust cover. | ||
| 504 | |a Includes bibliographical references (pages 432-438) and index. | ||
| 520 | |a Accompanying CD-ROM contains ... "working computer code, demonstration applications, and also PDF versions of several research articles that are referred to in the book."--D.j | ||
| 505 | 0 | |a Cover -- Contents -- Preface -- Part I: Using Numerical Software Components within Microsoft Windows -- Chapter 1: Introduction -- Chapter 2: Dynamic Link Libraries (DLLs) -- 2.1 Visual Basic and Excel VBA -- 2.2 VB.NET -- 2.3 C♯ -- Chapter 3: ActiveX and COM -- 3.1 Introduction -- 3.2 The COM interface IDispatch -- 3.3 Type libraries -- 3.4 Using IDispatch -- 3.5 ActiveX controls and the Internet -- 3.6 Using ActiveX components on a Web page -- Chapter 4: A Financial Derivative Pricing Example -- 4.1 Interactive user-interface -- 4.2 Language user-interface -- 4.3 Use within Delphi -- Chapter 5: ActiveX Components and Numerical Optimization -- 5.1 Ray tracing example -- 5.2 Portfolio allocation example -- 5.3 Numerical optimization within Microsoft Excel -- Chapter 6: XML and Transformation Using XSL -- 6.1 Introduction -- 6.2 XML -- 6.3 XML schema -- 6.4 XSL -- 6.5 Stock market data example -- Chapter 7: Epilogue -- 7.1 Wrapping C with Cþþ for OO numerics in .NET -- 7.2 Final remarks -- Part II: Pricing Assets -- Chapter 8: Introduction -- 8.1 An introduction to options and derivatives -- 8.2 Brownian motion -- 8.3 A Brownian model of asset price movements -- 8.4 Ito's lemma in one dimension -- 8.5 Ito's lemma in many dimensions -- Chapter 9: Analytic Methods and Single Asset European Options -- 9.1 Introduction -- 9.2 Put-call parity -- 9.3 Vanilla options and the Black-Scholes model -- 9.4 Barrier options -- Chapter 10: Numeric Methods and Single Asset American Options -- 10.1 Introduction -- 10.2 Perpetual options -- 10.3 Approximations for vanilla American options -- 10.4 Lattice methods for vanilla options -- 10.5 Implied lattice methods -- 10.6 Grid methods for vanilla options -- 10.7 Pricing American options using a stochastic lattice -- Chapter 11: Monte Carlo Simulation -- 11.1 Introduction -- 11.2 Pseudorandomand quasirandomsequenc es -- 11.3 Generation of multivariate distributions: independent variates -- 11.4 Generation of multivariate distributions: correlated variates -- Chapter 12: Multiasset European and American Options -- 12.1 Introduction -- 12.2 The multiasset Black-Scholes equation -- 12.3 Multidimensional Monte Carlo methods -- 12.4 Multidimensional lattice methods -- 12.5 Two asset options -- 12.6 Three asset options -- 12.7 Four asset options -- Chapter 13: Dealing with Missing Data -- 13.1 Introduction -- 13.2 Iterative multiple linear regression, MREG -- 13.3 The EM algorithm -- Part III: Financial Econometrics -- Chapter 14: Introduction -- 14.1 Asset returns -- 14.2 Nonsynchronous trading -- 14.3 Bid-ask spread -- 14.4 Models of volatility -- 14.5 Stochastic autoregressive volatility, ARV -- 14.6 Generalized hyperbolic Levy motion -- Chapter 15: GARCH Models -- 15.1 Box Jenkins models -- 15.2 Gaussian Linear GARCH -- 15.3 The IGARCH model -- 15.4 The GARCH-M model -- 15.5 Regression-GARCH and. | |
| 588 | 0 | |a Print version record. | |
| 546 | |a English. | ||
| 590 | |a eBooks on EBSCOhost |b EBSCO eBook Subscription Academic Collection - Worldwide | ||
| 650 | 0 | |a Finance |x Mathematical models. | |
| 650 | 0 | |a Finance |x Data processing. | |
| 650 | 0 | |a Finance |x Computer programs. | |
| 650 | 6 | |a Finances |x Modèles mathématiques. | |
| 650 | 6 | |a Finances |x Informatique. | |
| 650 | 6 | |a Finances |x Logiciels. | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Finance. |2 bisacsh | |
| 650 | 7 | |a Finance |x Computer programs |2 fast | |
| 650 | 7 | |a Finance |x Data processing |2 fast | |
| 650 | 7 | |a Finance |x Mathematical models |2 fast | |
| 650 | 1 | 7 | |a Financieel management. |2 gtt |
| 650 | 1 | 7 | |a Numerieke methoden. |2 gtt |
| 650 | 7 | |a Finanças (modelos matemáticos) |2 larpcal | |
| 650 | 7 | |a Finanças (processamento de dados) |2 larpcal | |
| 776 | 0 | 8 | |i Print version: |a Levy, George. |t Computational finance. |d Oxford ; Boston : Elsevier Butterworth-Heinemann, 2004 |z 0750657227 |z 9780750657228 |w (DLC) 2005357181 |w (OCoLC)54942382 |
| 830 | 0 | |a Quantitative finance series. | |
| 856 | 4 | 0 | |u https://ebsco.uam.elogim.com/login.aspx?direct=true&scope=site&db=nlebk&AN=104697 |z Texto completo |
| 938 | |a ebrary |b EBRY |n ebr10169802 | ||
| 938 | |a EBSCOhost |b EBSC |n 104697 | ||
| 938 | |a ProQuest MyiLibrary Digital eBook Collection |b IDEB |n 96649 | ||
| 938 | |a YBP Library Services |b YANK |n 2557454 | ||
| 994 | |a 92 |b IZTAP | ||