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＜図書＞
Pricing derivative securities
| 責任表示 | T.W. Epps |
|---|---|
| データ種別 | 図書 |
| 出版情報 | Singapore : World Scientific , c2000 |
| 本文言語 | 英語 |
| 大きさ | xv, 692, 2 p. : ill. ; 23 cm |
| 概要 | The development of successful techniques for valuing derivative assets is among the most influential achievements of economic science. Pricing Derivative Securities presents the theory of financial de...ivatives in a way that emphasizes both its mathematical foundations and its practical implementation. The book's organization reveals its three distinctive features. Part I surveys the necessary tools of analysis, probability theory, and stochastic calculus, thus making the book self-contained. The chapters in Part II, Pricing Theory, are organized around the dynamics of the price processes of underlying assets, progressing from simple models to those that require considerable mathematical sophistication. The last part of the book is devoted to the empirical implementation of the pricing formulas developed in Part II, offering a detailed survey of numerical methods and providing a collection of programs in FORTRAN and C++.続きを見る |
所蔵情報
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|
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中央図 3B | 338.15/E 66/20000628 | 2000 |
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017212000006283 |
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理系図3F 数理独自 | EPPS/10/1 | 2000 |
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023212000004743 |
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書誌詳細
| 一般注記 | Includes bibliographical references (p. 661-675) and index |
|---|---|
| 著者標目 | *Epps, T. W. |
| 書誌ID | 1000690707 |
| ISBN | 9810242980 |
| NCID | BA47471059 |
| 巻冊次 | ISBN:9810242980 |
| 登録日 | 2009.09.15 |
| 更新日 | 2009.11.02 |