| 000 | 01223camuu2200337 a 4500 | |
| 001 | 000045199286 | |
| 005 | 20051108134112 | |
| 008 | 050204s2004 enka b 001 0 eng d | |
| 010 | ▼a 2005357181 | |
| 020 | ▼a 0750657227 | |
| 035 | ▼a (OCoLC)ocm54942382 | |
| 040 | ▼a OSU ▼c OSU ▼d MUQ ▼d DLC ▼d 211009 | |
| 042 | ▼a lccopycat | |
| 050 | 0 0 | ▼a HG106 ▼b .L48 2004 |
| 082 | 0 0 | ▼a 332.01/5197 ▼2 22 |
| 090 | ▼a 332.015197 ▼b L668c | |
| 100 | 1 | ▼a Levy, George. |
| 245 | 1 0 | ▼a Computational finance : ▼b numerical methods for pricing financial instruments / ▼c George Levy. |
| 260 | ▼a Oxford ; ▼a Boston : ▼b Elsevier Butterworth-Heinemann , ▼c 2004. | |
| 300 | ▼a xiv, 443 p. : ▼b ill. ; ▼c 24 cm. + ▼e 1 CD-ROM (4 3/4 in.). | |
| 440 | 0 | ▼a Quantitative finance series |
| 500 | ▼a Series statement from dust cover. | |
| 504 | ▼a Includes bibliographical references (p. [432]-438) and index. | |
| 650 | 0 | ▼a Finance ▼x Mathematical models. |
| 650 | 0 | ▼a Finance ▼x Data processing. |
| 650 | 0 | ▼a Finance ▼x Computer programs. |
| 650 | 6 | ▼a Finances ▼x Mode<les mathe>matiques. |
| 650 | 6 | ▼a Finances ▼x Informatique. |
| 650 | 6 | ▼a Finances ▼x Logiciels. |
| 945 | ▼a KINS |
소장정보
| No. | 소장처 | 청구기호 | 등록번호 | 도서상태 | 반납예정일 | 예약 | 서비스 |
|---|---|---|---|---|---|---|---|
| No. 1 | 소장처 중앙도서관/서고6층/ | 청구기호 332.015197 L668c | 등록번호 111335482 | 도서상태 대출가능 | 반납예정일 | 예약 | 서비스 |
| No. 2 | 소장처 과학도서관/Sci-Info(2층서고)/ | 청구기호 332.015197 L668c | 등록번호 121179308 | 도서상태 대출가능 | 반납예정일 | 예약 | 서비스 |
| No. | 소장처 | 청구기호 | 등록번호 | 도서상태 | 반납예정일 | 예약 | 서비스 |
|---|---|---|---|---|---|---|---|
| No. 1 | 소장처 중앙도서관/서고6층/ | 청구기호 332.015197 L668c | 등록번호 111335482 | 도서상태 대출가능 | 반납예정일 | 예약 | 서비스 |
| No. | 소장처 | 청구기호 | 등록번호 | 도서상태 | 반납예정일 | 예약 | 서비스 |
|---|---|---|---|---|---|---|---|
| No. 1 | 소장처 과학도서관/Sci-Info(2층서고)/ | 청구기호 332.015197 L668c | 등록번호 121179308 | 도서상태 대출가능 | 반납예정일 | 예약 | 서비스 |
컨텐츠정보
목차
Using Numerical Software Components with Microsoft Windows: Introduction; Dynamic Link Libraries (DLLs); ActiveX and COM; A financial derivative pricing example; ActiveX components and numerical optimization; XML and transformation using XSL; Epilogue; Pricing Assets: Introduction; Analytical methods and single asset European options; Numeric methods and single asset American options; Monte Carlo simulation; Multiasset European and American options; Dealing with missing data; Financial Econometrics: Introduction; GARCH models; Nonlinear GARCH; GARCH conditional probability distributions; Maximum likelihood parameter estimation; Analytic derivatives of the log likelihood; GJR-GARCH algorithms; GARCH software; GARCH process identification; Multivariate time series; Appendices.
정보제공 :
