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Computation of Greeks using the discrete Malliavin calculus and binomial tree (SpringerBriefs in statistics ; JSS research series in statistics)

Computation of Greeks using the discrete Malliavin calculus and binomial tree (SpringerBriefs in statistics ; JSS research series in statistics)
Paper図書
Yoshifumi MuroiSpringer[2022]<DF111-D21>
National Diet LibraryOther Libraries in Japan
  • Subject Heading...ions, Binomial Derivative securities--Mathematics Calcul de Mall......Mathématiques Derivative securities--Mathematics. Equations, Binomial. Malliav...

A course in derivative securities : introduction to theory and computation / Kerry Back. (Springer finance)

A course in derivative securities : introduction to theory and computation / Kerry Back. (Springer finance)
Paper図書
Springerc2005.<DF161-B25>
National Diet Library

Implementing derivatives models / Les Clewlow and Chris Strickland. (Wiley series in financial engineering)

Implementing derivatives models / Les Clewlow and Chris Strickland. (Wiley series in financial engineering)
Paper図書
Wileyc1998.<DF111-B4>
National Diet Library

An introduction to the mathematics of financial derivatives 3rd ed

An introduction to the mathematics of financial derivatives 3rd ed
Paper図書
edited by Ali Hirsa, Salih N. NeftciAcademic Pressc2014
Other Libraries in Japan

Option valuation : a first course in financial mathematics : hardback

Option valuation : a first course in financial mathematics : hardback
Paper図書
Hugo D. JunghennCRC Pressc2012
Other Libraries in Japan

Equity derivatives and hybrids : markets, models and methods

Equity derivatives and hybrids : markets, models and methods
Paper図書
Oliver BrockhausPalgrave Macmillan2016
Other Libraries in Japan

A factor model approach to derivative pricing : pbk

A factor model approach to derivative pricing : pbk
Paper図書
James A. PrimbsCRC Pressc2017
Other Libraries in Japan

Mathematical techniques in finance : tools for incomplete markets : pbk 2nd ed

Mathematical techniques in finance : tools for incomplete markets : pbk 2nd ed
Paper図書
Aleš ČernýPrinceton University Pressc2009
Other Libraries in Japan

The xVA challenge : counterparty credit risk, funding, collateral, and capital 3rd ed

The xVA challenge : counterparty credit risk, funding, collateral, and capital 3rd ed
Paper図書
Jon GregoryWiley2015
Other Libraries in Japan

Counterparty credit risk and credit value adjustment : a continuing challenge for global financial markets : cloth 2nd ed

Counterparty credit risk and credit value adjustment : a continuing challenge for global financial markets : cloth 2nd ed
Paper図書
Jon GregoryJ. Wileyc2012
Other Libraries in Japan

Financial derivatives modeling : hbk

Financial derivatives modeling : hbk
Paper図書
Christian EkstrandSpringerc2011
Other Libraries in Japan

Mathematical finance and probability : a discrete introduction

Mathematical finance and probability : a discrete introduction
Paper図書
Pablo Koch Medina, Sandro MerinoBirkhäuserc2003
Other Libraries in Japan

Discrete models of financial markets : hardback : pbk

Discrete models of financial markets : hardback : pbk
Paper図書
Marek Capiński, Ekkehard KoppCambridge University Press2012
Other Libraries in Japan

Market practice in financial modelling

Market practice in financial modelling
Paper図書
Chia Chiang TanWorld Scientificc2012
Other Libraries in Japan

Counterparty credit risk : the new challenge for global financial markets : hard

Counterparty credit risk : the new challenge for global financial markets : hard
Paper図書
Jon GregoryJ. Wiley, 20102010
Other Libraries in Japan

Implementing models of financial derivatives : object oriented applications with VBA : hardback

Implementing models of financial derivatives : object oriented applications with VBA : hardback
Paper図書
Nick WebberWiley2011
Other Libraries in Japan

Mathematical models of financial derivatives : [hard] 2nd ed

Mathematical models of financial derivatives : [hard] 2nd ed
Paper図書
Yue-Kuen KwokSpringerc2008
Other Libraries in Japan

The time-discrete method of lines for options and bonds : a PDE approach

The time-discrete method of lines for options and bonds : a PDE approach
Paper図書
Gunter H. MeyerWorld Scientificc2015
Other Libraries in Japan

Mathematical techniques in finance : tools for incomplete markets : pbk

Mathematical techniques in finance : tools for incomplete markets : pbk
Paper図書
Aleš ČernýPrinceton University Pressc2004
Other Libraries in Japan

Interest rate derivatives : valuation, calibration and sensitivity analysis : [pbk.]

Interest rate derivatives : valuation, calibration and sensitivity analysis : [pbk.]
Paper図書
Ingo BeynaSpringerc2013
Other Libraries in Japan
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