Mendeley出力
＜図書＞
Fourier transform methods in finance
| 責任表示 | Umberto Cherubini ... [et al.] |
|---|---|
| シリーズ | Wiley finance series |
| データ種別 | 図書 |
| 出版情報 | Chichester : John Wiley & Sons , 2010 |
| 本文言語 | 英語 |
| 大きさ | xii, 242 p. : ill ; 25 cm |
| 概要 | In recent years, Fourier transform methods have emerged as one of the major methodologies for the evaluation of derivative contracts, largely due to the need to strike a balance between the extension ...f existing pricing models beyond the traditional Black-Scholes setting and a need to evaluate prices consistently with the market quotes.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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理系図3F 数理独自 | CHER/88/1 | 2010 |
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023212009006685 |
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書誌詳細
| 一般注記 | Includes bibliographical references (p. [229]-232) and index |
|---|---|
| 著者標目 | Cherubini, Umberto Lunga, Giovanni Della Mulinacci, Sabrina Rossi, Pietro |
| 書誌ID | 1001410589 |
| ISBN | 9780470994009 |
| NCID | BB00612234 |
| 巻冊次 | ISBN:9780470994009 |
| 登録日 | 2010.01.14 |
| 更新日 | 2017.10.03 |