Quantitative finance : back to basic principles /: back to basic principles. (2014)
- Record Type:
- Book
- Title:
- Quantitative finance : back to basic principles /: back to basic principles. (2014)
- Main Title:
- Quantitative finance : back to basic principles
- Further Information:
- Note: Adil Reghai.
- Authors:
- Reghai, Adil
- Contents:
- 1. Financial Modeling 2. About Modeling 3. From Black & Scholes to the Emergence of the Smile Modeling 4. What is the Fair Value in the Presence of the Smile? 5. Mono Underlying Risk Exploration 6. A General Pricing Formula 7. Multi Asset Case 8. Discounting and General Value Adjustment Techniques 9. Investment Algorithms 10. Building Monitoring Signals 11. Conclusion.
- Edition:
- 2015
- Publisher Details:
- Basingstoke : Palgrave Macmillan
- Publication Date:
- 2014
- Extent:
- 1 online resource
- Subjects:
- 332.0151
Finance -- Mathematical models - Languages:
- English
- ISBNs:
- 9781137414502
- Related ISBNs:
- 9781137414496
- Notes:
- Note: Description based on CIP data; item not viewed.
- Access Rights:
- Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
- Access Usage:
- Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library HMNTS - ELD.DS.343833
- Ingest File:
- 01_295.xml