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by 
Durbin, Michael.
Format: 
Books
Publication Date 
2011
Excerpt: 
futures -- Pricing swaps -- Pricing options -- Hedging a derivatives position -- Derivatives and the 2008
Available: Copies:
1130. 
Cover image for Stochastic finance : a numeraire approach
by 
Vecer, Jan.
Format: 
Books
Publication Date 
2011
Excerpt: 
OPTIONS (STOCK EXCHANGE) + OPTION PRICING
Available: Copies:
1131. 
Cover image for Understanding and managing model risk : a practical guide for quants, traders and validators
by 
Morini, Massimo.
Format: 
Books
Publication Date 
2011
Excerpt: 
Compound and Barrier Options -- 2.9.2.Comparing Short Rate and Market Models in Pricing Interest Rate
Available: Copies:
1132. 
Cover image for Financial models with Lévy processes and volatility clustering
by 
Rachev, S. T. (Svetlozar Todorov)
Format: 
Books
Publication Date 
2011
Excerpt: 
Capital assets pricing model.
Available: Copies:
1133. 
Cover image for Financial engineering and arbitrage in the financial markets
by 
Dubil, Robert.
Format: 
Books
Publication Date 
2011
Excerpt: 
Volatility -- 5.8.1.Implied Volatility -- 5.8.2.Volatility Smiles and Skews -- 5.9.A Real-Life Option Pricing
Available: Copies:
1134. 
Cover image for Options on foreign exchange
by 
DeRosa, David F.
Format: 
Books
Publication Date 
2011
Excerpt: 
Black-Scholes-Merton option-pricing model as applied to currency options is also covered, along with an
Available: Copies:
1135. 
Cover image for Quantitative credit portfolio management : practical innovations for measuring and controlling liquidity, spread, and issuer concentration risk
by 
Dynkin, Lev, 1957-
Format: 
Books
Publication Date 
2011
Excerpt: 
researchers tend to use more mathematical techniques for pricing models and to quantify credit risk and
Available: Copies:
1136. 
Cover image for Financial risk management : models, history, and institutions
by 
Malz, Allan M.
Format: 
Books
Publication Date 
2011
Excerpt: 
: the standard asset pricing model. -- 2.3 The standard asset distribution model. -- 2.4 Portfolio risk
Available: Copies:
1137. 
Cover image for Measuring corporate default risk
by 
Duffie, Darrell.
Format: 
Books
Publication Date 
2011
Excerpt: 
-adjusted measure of leverage that is the basis of the theoretical models of corporate debt pricing of Black
Available: Copies:
1138. 
Cover image for Trading the fixed income, inflation and credit markets : a relative value guide
by 
Schofield, Neil C.
Format: 
Books
Publication Date 
2011
Excerpt: 
.Pricing floating-rate notes -- 2.3.6.Inflation pricing -- 2.3.7.Credit pricing -- 2.4.The Spot
Available: Copies:
1139. 
Cover image for Investments and Portfolio Performance
by 
Elton, Edwin J.
Format: 
Books
Publication Date 
2011
Excerpt: 
Return, Realized Return, and Asset Pricing Tests" by Edwin J. Elton / Journal of Finance -- 14."Common
Available: Copies:
1140. 
Cover image for Social marketing : influencing behaviors for good
by 
Lee, Nancy, 1932-
Format: 
Books
Publication Date 
2011
Excerpt: 
Related to Pricing Strategies -- Chapter Summary -- Research Highlight. Formative Research: Decreasing Use
Available: Copies:
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