Lien ebook : https://onlinelibrary-wiley-com.ezproxy.univ-catholille.fr/d...

eISBN : 9781119037934

Sommaire : Preface
Chapter 1: A Quick Tour

Part One: The Market
Chapter 2: What is Market-Based Valuation?
Chapter 3: Market Stylized Facts

Part Two: Theoretical Valuation
Chapter 4: Risk-Neutral Valuation
Chapter 5: Complete Market Models
Chapter 6: Fourier-Based Option Pricing
Chapter 7: Valuation of American Options by Simulation

Part Three: Market-Based Valuation
Chapter 8: A First Example of Market-Based Valuation
Chapter 9: General Model Framework
Chapter 10: Monte Carlo Simulation
Chapter 11: Model Calibration
Chapter 12: Simulation and Valuation in the General Model Framework
Chapter 13: Dynamic Hedging
Chapter 14: Executive Summary
Appendix A: Python in a Nutshell
A.1 Python Fundamentals
A.2 European Option Pricing
A.3 Selected Financial Topics
A.4 Advanced Python Topics
A.5 Rapid Financial Engineering
Notes
Bibliography
Index

Langue : Anglais

Lieu d'édition : TORONTO

Localisation : Bibliothèque Campus de Nice

Support : Numérique

Etat : Présent

Propriétaire : Bibliothèque