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Analytical finance.. Volume II,. The mathematics of interest rate derivatives, markets, risk and valuation

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Analytical finance./ by Jan R. M. Roman.
remainder title:	Mathematics of interest rate derivatives, markets, risk and valuation
Author:	Roman, Jan R. M.
Published:	Cham :Springer International Publishing : : 2017.,
Description:	xxxi, 728 p. :ill., digital ; : 24 cm.;
Contained By:	Springer eBooks
Subject:	Derivative securities - Mathematical models. -
Online resource:	http://dx.doi.org/10.1007/978-3-319-52584-6
ISBN:	9783319525846

Analytical finance.. Volume II,. The mathematics of interest rate derivatives, markets, risk and valuation
Roman, Jan R. M.

Analytical finance.Volume II,The mathematics of interest rate derivatives, markets, risk and valuation[electronic resource] /Mathematics of interest rate derivatives, markets, risk and valuationby Jan R. M. Roman. - Cham :Springer International Publishing :2017. - xxxi, 728 p. :ill., digital ;24 cm.

Pricing via Arbitrage -- The Central Limit Theorem -- The Binomial model -- More on Binomial models -- Finite difference methods -- Value-at-Risk - VaR -- Introduction to probability theory -- Stochastic integration -- Partial parabolic differential equations and Feynman-Kač -- The Black-Scholes-Merton model -- American versus European options -- Analytical pricing formulas for American options -- Poisson processes and jump diffusion -- Diffusion models in general -- Hedging -- Exotic Options -- Volatility -- Something about weather derivatives -- A Practical guide to pricing -- Pricing using deflators -- Securities with dividends -- Some Fixed-Income securities and Black-Scholes.

ISBN: 9783319525846

Standard No.: 10.1007/978-3-319-52584-6doiSubjects--Topical Terms:

568178
Derivative securities
--Mathematical models.

LC Class. No.: HG6024.A3 / .R636 2017

Dewey Class. No.: 332.632

Analytical finance.. Volume II,. The mathematics of interest rate derivatives, markets, risk and valuation
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050 4 $a HG6024.A3 $b .R636 2017
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100 1 $a Roman, Jan R. M. $3 1197922
245 1 0 $a Analytical finance. $n Volume II, $p The mathematics of interest rate derivatives, markets, risk and valuation $h [electronic resource] / $c by Jan R. M. Roman.
246 3 0 $a Mathematics of interest rate derivatives, markets, risk and valuation
260 $a Cham : $b Springer International Publishing : $b Imprint: Palgrave Macmillan, $c 2017.
300 $a xxxi, 728 p. : $b ill., digital ; $c 24 cm.
505 0 $a Pricing via Arbitrage -- The Central Limit Theorem -- The Binomial model -- More on Binomial models -- Finite difference methods -- Value-at-Risk - VaR -- Introduction to probability theory -- Stochastic integration -- Partial parabolic differential equations and Feynman-Kač -- The Black-Scholes-Merton model -- American versus European options -- Analytical pricing formulas for American options -- Poisson processes and jump diffusion -- Diffusion models in general -- Hedging -- Exotic Options -- Volatility -- Something about weather derivatives -- A Practical guide to pricing -- Pricing using deflators -- Securities with dividends -- Some Fixed-Income securities and Black-Scholes.
650 0 $a Derivative securities $x Mathematical models. $3 568178
650 0 $a Interest rates $x Mathematical models. $3 669679
650 1 4 $a Finance. $3 559073
650 2 4 $a Financial Engineering. $3 1107684
650 2 4 $a Quantitative Finance. $3 669372
650 2 4 $a Capital Markets. $3 1106532
650 2 4 $a Risk Management. $3 569483
710 2 $a SpringerLink (Online service) $3 593884
773 0 $t Springer eBooks
856 4 0 $u http://dx.doi.org/10.1007/978-3-319-52584-6
950 $a Economics and Finance (Springer-41170)

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