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Analytical finance.. Volume II,. The...

Roman, Jan R. M.

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

Record Type:	Electronic resources : 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.
[NT 15003449]:	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.
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:

549989
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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020 $a 9783319525839 $q (paper)
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050 4 $a HG6024.A3 $b .R636 2017
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100 1 $a Roman, Jan R. M. $3 3221536
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 549989
650 0 $a Interest rates $x Mathematical models. $3 549988
650 1 4 $a Finance. $3 542899
650 2 4 $a Financial Engineering. $3 2191344
650 2 4 $a Quantitative Finance. $3 891090
650 2 4 $a Capital Markets. $3 2186436
650 2 4 $a Risk Management. $3 608953
710 2 $a SpringerLink (Online service) $3 836513
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)