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＜図書＞
Mathematical models of financial derivatives
| 責任表示 | Yue-Kuen Kwok |
|---|---|
| シリーズ | Springer finance |
| データ種別 | 図書 |
| 版 | 2nd ed |
| 出版情報 | Berlin : Springer , c2008 |
| 本文言語 | 英語 |
| 大きさ | xv, 530 p. : ill. ; 24 cm |
| 概要 | Mathematical Models of Financial Derivatives is a textbook on the theory behind modeling derivatives using the financial engineering approach, focussing on the martingale pricing principles that are c...mmon to most derivative securities. A wide range of financial derivatives commonly traded in the equity and fixed income markets are analyzed, emphasizing on the aspects of pricing, hedging and their risk management. Starting from the renowned Black-Scholes-Merton formulation of option pricing model, readers are guided through the text on the new advances on the state-of-the-art derivative pricing models and interest rate models. Both analytic techniques and numerical methods for solving various types of derivative pricing models are emphasized.続きを見る |
| 電子版へのリンク | https://hdl.handle.net/2324/6990586 |
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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: [hard] | 理系図3F 数理独自 | KWOK/10/1a | 2008 |
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023212008005453 |
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書誌詳細
| 一般注記 | Revised and enlarged 2nd edition to the 1st edition originally published by Springer Singapore 1988 (ISBN 981-3083-25-5).--T.p.verso Includes bibliographical references and indexes |
|---|---|
| 著者標目 | *Kwok, Y. K. (Yue-Kuen), 1957- |
| 件 名 | LCSH:Derivative securities -- Mathematical models 全ての件名で検索 |
| 分 類 | DC22:332.645 |
| 書誌ID | 1001243268 |
| ISBN | 9783540422884 |
| NCID | BA86498088 |
| 巻冊次 | : [hard] ; ISBN:9783540422884 |
| NBN | GBA708880 |
| 登録日 | 2009.09.18 |
| 更新日 | 2017.02.18 |