Numerical methods for finance / edited by John A. D. Appleby, David C. Edelman, John J. H. Miller.
Tipo de material: TextoSeries Chapman & Hall/CRC financial mathematicsDetalles de publicación: Boca Raton, FL : Chapman & Hall/CRC, 2008.Descripción: xiii, 293 p. : il., gráficas ; 24 cmISBN:- 9781584889250 (alk. paper)
- 158488925X (alk. paper)
- HG 106 M55.2008
Tipo de ítem | Biblioteca actual | Colección | Signatura topográfica | Copia número | Estado | Fecha de vencimiento | Código de barras | |
---|---|---|---|---|---|---|---|---|
Libros | Biblioteca Francisco Xavier Clavigero Acervo | Acervo General | HG 106 M55.2008 (Navegar estantería(Abre debajo)) | ej. 1 | Disponible | UIA013945 |
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HG 106 D37.2004 Quantitative finance and risk management : a physicist's approach / | HG 106 F33.2009 Econometría financiera : modelos y pronósticos utilizando QMS EViews® / | HG 106 M35.2006 Stochastic calculus of variations in mathematical finance / | HG 106 M55.2008 Numerical methods for finance / | HG 106 N86.2005 Numerical methods in finance / | HG 106 S59.2013 Simulation in computational finance and economics : tools and emerging applications / | HG 106 Z5518.2005 Matemáticas financieras / |
Incluye referencias bibliográficas e índice.
Coherent measures of risk into everyday market practice / Carlo Acerbi -- Pricing high-dimensional American options using local consistency conditions / S.J. Berridge and J.M. Schumacher -- Adverse interrisk diversification effects for FX forwards / Thomas Breuer and Martin Jandaécka -- Counterparty risk pricing under correlation between default and interest rates / Damiano Brigo and Andrea Pallavicini -- Optimal dynamic asset allocation for defined contribution pension plans / Andrew J.G. Cairns, David Blake, and Kevin Dowd -- On high-performance software development for the numerical simulation of life insurance policies / S. Corsaro ... [et al.] -- An efficient numerical method for pricing interest rate swaptions / Mark Cummins and Bernard Murphy -- Empirical testing of local cross entropy as a method for recovering asset's risk-neutral PDF from option prices / Vladimír Dobiáés -- Using intraday data to forecast daily volatility : a hybrid approach / David C. Edelman and Francesco Sandrini -- Pricing credit from the top down with affine point processes / Eymen Errais, Kay Giesecke, and Lisa R. Goldberg -- Valuation of performance-dependent options in a Black-Scholes framework / Thomas Gerstner, Markus Holtz, and Ralf Korn -- Variance reduction through multilevel Monte Carlo path calculations / Michael B. Giles -- Value at risk and self-similarity / Olaf Menkens -- Parameter uncertainty in Kalman-filter estimation of the CIR term-structure model / Conall O'Sullivan -- EDDIE for discovering arbitrage opportunities / Edward Tsang ... [et al.].