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Handbook of computational and numerical methods in finance

Handbook of computational and numerical methods in finance (5회 대출)

자료유형
단행본
개인저자
Rachev, S. T. (Svetlozar Todorov)
서명 / 저자사항
Handbook of computational and numerical methods in finance / Svetlozar T. Rachev, editor.
발행사항
Boston, MA :   Birkhauser ,   2004.  
형태사항
435 p : ill ; 24 cm.
ISBN
0817632190 (alk. paper)
서지주기
Includes bibliographical references.
일반주제명
Finance -- Mathematical models.
000 00775namuu22002418a 4500
001 000045125002
005 20041025155543
008 040212s2004 maua b 000 0 eng
010 ▼a 2004043735
020 ▼a 0817632190 (alk. paper)
040 ▼a DLC ▼c DLC ▼d 211009
042 ▼a pcc
050 0 0 ▼a HG106 ▼b .H36 2004
082 0 0 ▼a 332/.01/51 ▼2 22
090 ▼a 332.0151 ▼b H236
245 0 0 ▼a Handbook of computational and numerical methods in finance / ▼c Svetlozar T. Rachev, editor.
260 ▼a Boston, MA : ▼b Birkhauser , ▼c 2004.
263 ▼a 0402
300 ▼a 435 p : ▼b ill ; ▼c 24 cm.
504 ▼a Includes bibliographical references.
650 0 ▼a Finance ▼x Mathematical models.
700 1 ▼a Rachev, S. T. ▼q (Svetlozar Todorov)

소장정보

No. 소장처 청구기호 등록번호 도서상태 반납예정일 예약 서비스
No. 1 소장처 과학도서관/Sci-Info(2층서고)/ 청구기호 332.0151 H236 등록번호 121098420 도서상태 대출가능 반납예정일 예약 서비스 B M

컨텐츠정보

목차

1 Skewness and Kurtosis Trades.- 2 Valuation of a Credit Spread Put Option: The Stable Paretian model with Copulas.- 3 GARCH-Type Processes in Modeling Energy Prices.- 4 Malliavin Calculus in Finance.- 5 Bootstrap Unit Root Tests for Heavy-Tailed Time Series.- 6 Optimal Portfolio Selection and Risk Management: A Comparison between the Stable Paretian Approach and the Gaussian One.- 7 Optimal Quantization Methods and Applications to Numerical Problems in Finance.- 8 Numerical Methods for Stable Modeling in Financial Risk Management.- 9 Modern Heuristics for Finance Problems: A Survey of Selected Methods and Applications.- 10 On Relation Betweeen Expected Regret and Conditional Value-at-Risk.- 11 Estimation, Adjustment and Application of Transition Matrices in Credit Risk Models.- 12 Numerical Analysis of Stochastic Differential Systems and its Applications in Finance.- List of Contributors.


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