Screen LibraryThe mathematics of financial models : solving real-world problems with quantitative methods /
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| Main Authors: | |
|---|---|
| Published: |
John Wiley & Sons,
|
| Publisher Address: | Hoboken : |
| Publication Dates: | [2014] |
| Literature type: | Book |
| Language: | English |
| Series: |
Wiley finance series
|
| Subjects: | |
| Carrier Form: | xi, 331 pages : illustrations ; 24 cm. |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: |
9781118004616 (hardback) : 1118004612 (hardback) |
| Index Number: | HG106 |
| CLC: | F83-32 |
| Call Number: | F83-32/R256 |
| Contents: | Setting the stage -- Building zero curves -- Valuing vanilla options -- Simulations -- Valuing exotic options -- Estimating model parameters -- The effectiveness of hedging strategies -- Valuing variable annuity guarantees -- Real options -- Parting thoughts -- About the author -- About the website -- Index. |