|
|
|
|
| LEADER |
02359nam a22002537a 4500 |
| 001 |
581853 |
| 008 |
141128t20142014xxe ||| |||| 00| 0 eng d |
| 009 |
PPN182105881 |
| 020 |
|
|
|a 9780123846822 (rel.)
|
| 024 |
|
|
|a 9780123846822
|
| 041 |
0 |
|
|a eng
|
| 100 |
1 |
|
|a Hirsa, Ali.
|
| 240 |
1 |
0 |
|a Mathematics of financial derivatives
|
| 245 |
1 |
0 |
|a An introduction to the mathematics of financial derivatives
|c edited by Ali Hirsa, Salih N. Neftci.
|
| 250 |
|
|
|a 3rd edition.
|
| 260 |
|
|
|a San Diego :
|b Academic Press.
|
| 260 |
|
|
|c C 2014.
|
| 300 |
|
|
|a 1 vol. (IX-444 p.) :
|b graph., couv. ill. en coul. ;
|c 24 cm.
|
| 504 |
|
|
|a Bibliogr. p. 437-438. Index.
|
| 505 |
0 |
|
|a Chapter 1. Financial Derivatives A Brief Introduction -- Chapter 2. A Primer on the Arbitrage Theorem -- Chapter 3. Review of Deterministic Calculus -- Chapter 4. Pricing Derivatives: Models and Notation -- Chapter 5. Tools in Probability Theory -- Chapter 6. Martingales and Martingale Representations -- Chapter 7. Differentiation in Stochastic Environments -- Chapter 8. The Wiener Process, Lévy Processes, and Rare Events in Financial Markets -- Chapter 9. Integration in Stochastic Environments -- Chapter 10. Itô s Lemma -- Chapter 11. The Dynamics of Derivative Prices -- Chapter 12. Pricing Derivative Products: Partial Differential Equations -- Chapter 13. PDEs and PIDEs An Application -- Chapter 14. Pricing Derivative Products: Equivalent Martingale Measures -- Chapter 15. Equivalent Martingale Measures -- Chapter 16. New Results and Tools for Interest-Sensitive Securities -- Chapter 17. Arbitrage Theorem in a New Setting -- Chapter 18. Modeling Term Structure and Related Concepts -- Chapter 19. Classical and HJM Approach to Fixed Income -- Chapter 20. Classical PDE Analysis for Interest Rate Derivatives -- Chapter 21. Relating Conditional Expectations to PDEs -- Chapter 22. Pricing Derivatives via Fourier Transform Technique -- Chapter 23. Credit Spread and Credit Derivatives -- Chapter 24. Stopping Times and American-Type Securities -- Chapter 25. Overview of Calibration and Estimation Techniques
|
| 650 |
|
|
|a Instruments financiers
|
| 650 |
|
|
|a Instruments financiers
|x Mathématiques
|
| 700 |
1 |
|
|a Neftci, Salih N.
|4 aut
|
| 997 |
|
|
|0 581853
|1 Livre papier
|a Ressource papier
|c 0/Orléans/
|c 1/Orléans/BU Droit, Economie, Gestion/
|z Orléans, BU Droit, Economie, Gestion, 332.6 HIR
|
