1 option
Option pricing, interest rates and risk management edited by E. Jouini, J. Cvitanić, Marek Musiela
- Format:
- Book
- Series:
- Handbooks in mathematical finance
- Language:
- English
- Subjects (All):
- Derivative securities--Prices--Mathematical models.
- Derivative securities.
- Interest rates--Mathematical models.
- Interest rates.
- Risk management.
- Securities--Mathematical models.
- Securities.
- Risk Management.
- risk management.
- Medical Subjects:
- Risk Management.
- Physical Description:
- 1 online resource
- Place of Publication:
- Cambridge, U.K. Cambridge University Press 2001
- Language Note:
- English
- Summary:
- 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
- Contents:
- pt. 1. Option pricing : theory and practice
- pt. 2. Interest rate modeling
- pt. 3. Risk management and hedging
- pt. 4. Utility maximization
- Notes:
- Includes bibliographical references
- ISBN:
- 051156970X
- 9780511569708
- OCLC:
- 845016610
- Access Restriction:
- Restricted for use by site license
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