Volatility in the capital markets : State-of-the-art techniques for modeling, managing, and trading volatility

＜図書＞
Volatility in the capital markets : State-of-the-art techniques for modeling, managing, and trading volatility

責任表示	Israel Nelken, editor
データ種別	図書
出版情報	Chicago : Glenlake Chicago : Fitzroy Dearborn Publishers , c1997
本文言語	英語
大きさ	xii, 224 p. : ill. ; 24 cm
概要	Contains insights and practical applications for managing volatility, for traders, researchers, risk managers, and others involved in the derivatives markets. Subjects include volatility measurements,...option pricing and volatility, delta hedging with uncertain volatility, the effects of double-barrier options on the foreign exchange markets, the relationship between cap and swaption volatilities, and software for managing exotic options. Annotation copyrighted by Book News, Inc., Portland, OR続きを見る

状態	巻次	所蔵場所	請求記号	刷年	文庫名称	資料番号	コメント	予約・取寄	複写申込	自動書庫
		中央図 3B	338.14/N 63/19992368	1997		017211999023681		予約・取寄			予約・取寄