Paul Wilmott on Quantitative Finance. Volume 3.
2006
746-1379
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 ; BOURSE DES VALEURS ; PROBABILITES
N° | Cote | Code barre | Commentaire | |
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1 | [disponible] |
ISBN 13 : 978-0-470-01870-5
Sommaire : Contents
45. Financial Modeling.
46. Defects in the Black-Scholes Model.
47. Discrete Hedging.
48. Transaction Costs.
49. Overview of Volatility Modeling.
50. Volatility Smiles and Surfaces.
51. Stochastic Volatility.
52. Uncertain Parameters.
53. Empirical Analysis of Volatility.
54. Stochastic Volatility and Mean-variance Analysis.
55. Asymptotic Analysis of Volatility.
56. Volatility Case Study: The Cliquet Option.
57. Jump Diffusion.
58. Crash Modeling.
59. Speculating with Options.
60. Static Hedging.
61. The Feedback Effect of Hedging in Illiquid Markets.
62. Utility Theory.
63. More About American Options and Related Matters.
64. Advanced Dividend Modeling.
65. Serial Autocorrelation in Returns.
66. Asset Allocation in Continuous Time.
67. Asset Allocation Under Threat Of A Crash.
68. Interest-rate Modeling Without Probabilities.
69. Pricing and Optimal Hedging of Derivatives, the Non-probabilistic Model Cont'd.
70. Extensions to the Non-probabilistic Interest-rate Model.
71. Modeling Inflation.
72. Energy Derivatives.
73. Real Options.
74. Life Settlements and Viaticals.
75. Bonus Time.
76. Overview of Numerical Methods.
77. Finite-difference Methods for One-factor Models.
78. Further Finite-difference Methods for One-factor Models.
79. Finite-difference Methods for Two-factor Models.
80. Monte Carlo Simulation and Related Methods.
81. Numerical Integration and Simulation Methods.
82. Finite-difference Programs.
83. Monte Carlo Programs.
Langue : Anglais
Edition : 2ème
Lieu d'édition : TORONTO
Illustration(s) : Graphique(s)
Localisation : Bibliothèque Campus de Nice
Support : Papier
Etat : Présent
Propriétaire : Bibliothèque