HOME > Detail View

Detail View

Option pricing under the variance gamma process : with detailed algorithms and programming code in C to price options

Option pricing under the variance gamma process : with detailed algorithms and programming code in C to price options (Loan 5 times)

Material type
단행본
Personal Author
Fiorani, Filo.
Title Statement
Option pricing under the variance gamma process : with detailed algorithms and programming code in C to price options / Filo Fiorani.
Publication, Distribution, etc
Saabrucken :   VDM Verlag Dr. Muller,   2010.  
Physical Medium
430 p : ill. ; 23 cm.
ISBN
9783639188790
Bibliography, Etc. Note
Includes bibliographical references.
000 00698namuu2200205 a 4500
001 000045622874
005 20101228132037
008 101224s2010 gw a b 000 0 eng d
020 ▼a 9783639188790
040 ▼a 211009 ▼c 211009 ▼d 211009
082 0 4 ▼a 332.6453 ▼2 22
084 ▼a 332.6453 ▼2 DDCK
090 ▼a 332.6453 ▼b F517o
100 1 ▼a Fiorani, Filo.
245 1 0 ▼a Option pricing under the variance gamma process : ▼b with detailed algorithms and programming code in C to price options / ▼c Filo Fiorani.
260 ▼a Saabrucken : ▼b VDM Verlag Dr. Muller, ▼c 2010.
300 ▼a 430 p : ▼b ill. ; ▼c 23 cm.
504 ▼a Includes bibliographical references.
945 ▼a KLPA

Holdings Information

No. Location Call Number Accession No. Availability Due Date Make a Reservation Service
No. 1 Location Main Library/Western Books/ Call Number 332.6453 F517o Accession No. 111604784 Availability Available Due Date Make a Reservation Service B M

New Arrivals Books in Related Fields

Ingham, Geoffrey K. (2020)