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Encyclopedia of quantitative finance / editor-in-chief, Rama Cont.

Contributor(s): Material type: TextTextPublication details: Chichester, England : Wiley, c2010.Description: 4 v. (xlv, 2037 p.) : ill. 26 cmISBN:
  • 9780470057568 (hb.)
Subject(s): LOC classification:
  • HG 106 .En19 2010
Contents:
V. 1. A-D -- v. 2. E-J -- v. -- 3. K-Q -- v. 4. R-XYZ and index.
Summary: 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.
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Holdings
Item type Current library Call number Status Date due Barcode
Reference Reference Aklatang Emilio Aguinaldo-Information Resource Center Reference HG 106 .En19 2010 v.1 (Browse shelf(Opens below)) Not for loan 3AEA0000314774
Reference Reference Aklatang Emilio Aguinaldo-Information Resource Center Reference HG 106 .En19 2010 v.2 (Browse shelf(Opens below)) Not for loan 3AEA0000314777
Reference Reference Aklatang Emilio Aguinaldo-Information Resource Center Reference HG 106 .En19 2010 v.3 (Browse shelf(Opens below)) Not for loan 3AEA0000314752
Reference Reference Aklatang Emilio Aguinaldo-Information Resource Center Reference HG 106 .En19 2010 v.4 (Browse shelf(Opens below)) Not for loan 3AEA0000314749

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.

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