| Record ID | marc_columbia/Columbia-extract-20221130-011.mrc:252901189:2375 |
| Source | marc_columbia |
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LEADER: 02375cam a2200253Ia 4500
001 5419767
005 20221110033517.0
008 050913t20042004enka b 001 0 eng d
020 $a1904339336
035 $a(OCoLC)ocm61043954
035 $a(NNC)5419767
035 $a5419767
040 $aIND$cIND$dPMC
090 $aHG6024.A3$bD47 2004
245 00 $aDerivatives pricing :$bthe classic collection /$cedited by Peter Carr.
260 $aLondon :$bRisk Books,$c[2004], ©2004.
300 $axxvii, 535 pages :$billustrations ;$c25 cm
336 $atext$btxt$2rdacontent
337 $aunmediated$bn$2rdamedia
504 $aIncludes bibliographical references and index.
505 0 $aTheory of speculation / Louis Bachelier -- The pricing of commodity contracts / Fischer Black -- Bond pricing and the term structure of interest rates : a new methodology for contingent claims valuation / David Heath, Robert Jarrow, Andrew Morton -- Changes of numéraire, changes of probability measure and option pricing / Hélyette Geman, Nicole el Karoui, Jean-Charles Rochet -- The market model of interest rate dynamics / Alan Brace, Marek Musiela, Dariusz Ga̧tarek -- A unified theory of volatility / Bruno Dupire -- Arbitrage pricing with stochastic volatility / Bruno Dupire -- A general theory of asset valuation under diffusion state processes / Mark B. Garman -- Probability of loss on loan portfolio / Oldrich Alfons Vasicek -- Quantitative strategies research notes / Emanuel Derman, Iraj Kani -- Pricing with a smile / Bruno Dupire -- A generalised framework for credit risk portfolio models / H. Ugur Koyluoglu, Andrew Hickman -- Correlation and dependence in risk management : properties and pitfalls / Paul Embrechts, Alexander McNeil, Daniel Straumann -- Barrier options / Mark Rubinstein, Eric Reiner -- Thinking coherently / Philippe Artzner ... [et al.] -- Static simplicity / Jonathan Bowie, Peter Carr -- The pricing of options and corporate liabilities / Fischer Black, Myron Scholes -- Theory of rational option pricing / Robert C. Merton -- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation / Robert F. Engle.
650 0 $aDerivative securities.$0http://id.loc.gov/authorities/subjects/sh93005704
700 1 $aCarr, Peter.$0http://id.loc.gov/authorities/names/n88212751
852 00 $boff,bus$hHG6024.A3$iD472 2004g