Encyclopedia of quantitative finance /
Encyclopedia of quantitative finance /
editor-in-chief, Rama Cont.
- Chichester, England : Wiley, c2010.
- 4 v. (xlv, 2037 p.) : ill. 26 cm.
V. 1. A-D -- v. 2. E-J -- v. -- 3. K-Q -- v. 4. R-XYZ and index.
This reference material covers: 1) quantitative modelling in finance 2)comprehensive reviews of various aspects of risk management 3) up-to-date surveys of the state of the art in computational finance (Monte Carlo simulation, partial differential equations (PDEs) Fourier transform methods, model calibration) 4) various types of financial derivatives and 5) pedagogical surveys of econometric methods and models used in finance.
9780470057568 (hb.)
Finance
HG 106 / .En19 2010
V. 1. A-D -- v. 2. E-J -- v. -- 3. K-Q -- v. 4. R-XYZ and index.
This reference material covers: 1) quantitative modelling in finance 2)comprehensive reviews of various aspects of risk management 3) up-to-date surveys of the state of the art in computational finance (Monte Carlo simulation, partial differential equations (PDEs) Fourier transform methods, model calibration) 4) various types of financial derivatives and 5) pedagogical surveys of econometric methods and models used in finance.
9780470057568 (hb.)
Finance
HG 106 / .En19 2010
