English
Paul Wilmott on Quantitative Finance. Volume 2.
Appartenance & droits
2006
368-744
0-470-01870-4
134.53-WILMO
MARCHE FINANCIER ; MARCHE DES CAPITAUX ; OPTION ; THEORIE DES COUTS DE TRANSACTION ; SPECULATION ; MATHEMATIQUES FINANCIERES ; SWAP ; GESTION DE PORTEFEUILLE ; RISQUE DE CREDIT ; CAS
| N° | Cote | Code barre | Commentaire | |
|---|---|---|---|---|
| 1 | [disponible] |
ISBN 13 : 978-0-470-01870-5
Sommaire : Contents
22. An Introduction to Exotic and Path-dependent Options.
23. Barrier Options.
24. Strongly Path-dependent Options.
25. Asian Options.
26. Lookback Options.
27. Derivatives and Stochastic Control.
28. Miscellaneous Exotics.
29. Equity and FX Term Sheets.
30. One-factor Interest Rate Modeling.
31. Yield Curve Fitting.
32. Interest Rate Derivatives.
33. Convertible Bonds.
34. Mortgage-backed Securities.
35. Multi-factor Interest Rate Modeling.
36. Empirical Behavior of the Spot Interest Rate.
37. The Heath, Jarrow & Morton and Brace, Gatarek & Musiela Models.
38. Fixed Income Term Sheets.
39. Value of the Firm and the Risk of Default.
40. Credit Risk.
41. Credit Derivatives.
42. RiskMetrics and CreditMetrics.
43. CrashMetrics.
44. Derivatives **** Ups.
Langue : Anglais
Edition : 2ème
Lieu d'édition : TORONTO
Illustration(s) : Graphique(s)
Localisation : Bibliothèque Campus de Nice
Support : Papier
Etat : Présent
Propriétaire : Bibliothèque