Option pricing, interest rates and risk management / edited by E. Jouini, J. Cvitanić, Marek Musiela.
This 2001 handbook surveys the state of practice, method and understanding in the field of mathematical finance. Every chapter has been written by leading researchers and each starts by briefly surveying the existing results for a given topic, then discusses more recent results and, finally, points...
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| Online Access: |
Full Text (via Cambridge) |
|---|---|
| Corporate Author: | |
| Other Authors: | , , |
| Other title: | Cambridge books online. |
| Format: | eBook |
| Language: | English |
| Published: |
Cambridge, U.K. :
Cambridge University Press,
2001.
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| Series: | Handbooks in mathematical finance.
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| Subjects: |
MARC
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| 245 | 0 | 0 | |a Option pricing, interest rates and risk management / |c edited by E. Jouini, J. Cvitanić, Marek Musiela. |
| 260 | |a Cambridge, U.K. : |b Cambridge University Press, |c 2001. | ||
| 300 | |a 1 online resource (xvi, 669 pages) : |b illustrations | ||
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| 490 | 1 | |a Handbooks in mathematical finance | |
| 504 | |a Includes bibliographical references. | ||
| 505 | 0 | |a pt. 1. Option pricing : theory and practice -- pt. 2. Interest rate modeling -- pt. 3. Risk management and hedging -- pt. 4. Utility maximization. | |
| 520 | |a This 2001 handbook surveys the state of practice, method and understanding in the field of mathematical finance. Every chapter has been written by leading researchers and each starts by briefly surveying the existing results for a given topic, then discusses more recent results and, finally, points out open problems with an indication of what needs to be done in order to solve them. The primary audiences for the book are doctoral students, researchers and practitioners who already have some basic knowledge of mathematical finance. In sum, this is a comprehensive reference work for mathematical finance and will be indispensable to readers who need to find a quick introduction or reference to a specific topic, leading all the way to cutting edge material. | ||
| 546 | |a English. | ||
| 650 | 0 | |a Derivative securities |x Prices |x Mathematical models. | |
| 650 | 0 | |a Interest rates |x Mathematical models. | |
| 650 | 0 | |a Risk management. | |
| 650 | 0 | |a Securities |x Mathematical models. | |
| 650 | 7 | |a Derivative securities |x Prices |x Mathematical models |2 fast | |
| 650 | 7 | |a Interest rates |x Mathematical models |2 fast | |
| 650 | 7 | |a Risk management |2 fast | |
| 650 | 7 | |a Securities |x Mathematical models |2 fast | |
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| 700 | 1 | |a Cvitanić, J. |q (Jaksa), |d 1962- | |
| 700 | 1 | |a Musiela, Marek, |d 1950- |1 https://id.oclc.org/worldcat/entity/E39PCjM9kxWw7xdhY9q4g7ycKb | |
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| 830 | 0 | |a Handbooks in mathematical finance. | |
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