Pricing derivative securities : an interactive, dynamic environment with Maple V and Matlab
Year of publication: |
2000
|
---|---|
Authors: | Prisman, Eliezer Zeev ; Prisman, Eliezer Zeev |
Publisher: |
San Diego, Calif. [u.a.] : Academic Press |
Subject: | Arbitrage Pricing | Arbitrage pricing | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Theorie | Theory | USA | United States | Datenverarbeitung | Sicherheit | Derivat <Wertpapier> | Preisbildung | Mathematisches Modell | Arbitrage |
Description of contents: | Table of Contents [gbv.de] ; Description [loc.gov] ; Description [zbmath.org] |
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The mathematics of financial modeling and investment management
Focardi, Sergio M., (2004)
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Risk-neutral valuation : pricing and hedging of financial derivatives
Bingham, Nicholas H., (1998)
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Quantitative modeling of derivative securities : from theory to practice
Avellaneda, Marco, (2000)
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Term Structure Multiplicity and Clientele in Markets with Transactions Costs and Taxes.
Dermody, Jaime Cuevas, (1988)
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Aziz, Andrew R., (2000)
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Hedging and pricing with tax law uncertainty : managing under an Arkansas Best doctrine
Milevsky, Moshe Arye, (1999)
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