Detail Frontiers in quantitative finance : volatility and credit risk modeling Bibliografi Author: Cont, Rama (Editor) Topik: Finance--Mathematical Models; Derivative Securities--Mathematical Models Bahasa: (EN )    ISBN: 978-0-470-29292-1     Penerbit: John Wiley & Sons.     Tempat Terbit: Hoboken, New Jersey    Tahun Terbit: 2009     Jenis: Books Fulltext: Frontiers in Quantitative Finance.pdf (2.45MB; 1 download) Ketersediaan Perpustakaan Pusat (Semanggi) Nomor Panggil: 332.015195 FRO Non-tandon: 1 (dapat dipinjam: 0) Tandon: tidak ada     Lihat Detail Induk Artikel dalam koleksi ini A Moment Approach to StatIc Arbitrage, halaman 3-18 On Black-Scholes Implied Volatility at Extreme Strikes , halaman 19-44 Dynamic Properties of Smile Models , halaman 47-88 A Geometric Approach to the Asymptotics 01 Implied Volatility, halaman 89-127 Pricing, Hedging, and Calibration in Jump-Omusion Models, halaman 129-160 Modeling Credit Risk, halaman 163-184 An Overview of Factor Modeling for CDO Pricing, halaman 185-216 Factor Distributions Implied by Quoted CDO Spreads, halaman 217-234 Pricing COOs with a Smile: The Local Correlation Model, halaman 235-250 Portlolio Credit Risk: Top-Down versus Bottom-Up Approaches, halaman 251-268 Forward Equations for Portlollo Credn Derivatives, halaman 269-293  Edit Artikel Opini Anda Klik untuk menuliskan opini Anda tentang koleksi ini! Lihat Sejarah Pengadaan  Konversi Metadata   Kembali

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