Advanced derivatives pricing and risk management : theory, tools and hands-on programming application / Claudio Albanese and Giuseppe Campolieti.

• Material Type: 図書
• ISBN: 0120476827 (ISBN-10); 9780120476824 (ISBN-13)
• Title: Advanced derivatives pricing and risk management : theory, tools and hands-on programming application / Claudio Albanese and Giuseppe Campolieti.
• Series Title: Academic Press advanced finance series
• Author Heading: Albanese, Claudio.; Campolieti, Giuseppe.
• Publication, Distribution, etc.: Burlington : Elsevier Academic Press
• Publication Date: c2006.
• Publication Date (W3CDTF): 2006
• Extent: xiii, 420 p. : ill. ; 27 cm. + 1 CD-ROM (4 3/4 in.) .
• Place of Publication (Country Code): US
• Text Language Code: eng
• Subject Heading: Risk management.; Derivative securities -- Prices.
• LCC: HG6024.A3
• DDC: 332.64/57
• NDLC: YU111; DF161
• Note (Bibliography): Includes bibliographical references (p. 399-405) and index.
• Holding library: 国立国会図書館
• Call No.: YU111-B307
• Data Provider (Database): 国立国会図書館 : 国立国会図書館蔵書; https://ndlsearch.ndl.go.jp
• Bibliographic ID (NDL): 000007959272; http://id.ndl.go.jp/bib/000007959272
• LC Control Number: 2005026202; https://lccn.loc.gov/2005026202
• RLIN No.: DCLC2005026202-B
• Cataloging Rule: Anglo-American Cataloging Rules
• Bibliographic Record Category (NDL): 211

• Contents: Pricing theoryFixed-income instrumentsAdvanced topics in pricing theory : exotic options and state-dependent models...