书目详细信息
： The art of quantitative finance. Vol. 2,Volatilities, stochastic analysis and valuation tools /
书目信息 机读格式(MARC)
| ISBN： | 9783031238697 |
|---|---|
| ISBN： | 3031238699 |
| 编目源： | UKMGB UKMGB OCLCF YDX |
| 个人名称： | Larcher, Gerhard, |
| 题名： | The art of quantitative finance. Vol. 2, Volatilities, stochastic analysis and valuation tools / Gerhard Larcher. |
| 索书号： | F830/L319E/2 |
| 载体形态： | xii, 353 pages : illustrations (black and white, and colour) ; 25 cm. |
| 一般附注： | "ISSN 2192-4341 (electronic)" |
| 书目附注： | Includes bibliographical references. |
| 格式化内容附注： | Volatilities -- Extensions of the Black-Scholes theory to other types of options (futures options, currency options, American options, path-dependent options, multi-asset options) -- Fundamentals: stochastic analysis and applications, interest rate dynamics, and basic principles of pricing interest rate derivatives. |