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Financial Engineering: Derivatives pricing, Computer simulations, Market statistics (Inzynieria finansowa: Wycena instrumentow pochodnych, Symulacje komputerowe, Statystyka rynku)

Listed author(s):
  • Aleksander Weron
  • Rafal Weron

CONTENTS: 1.Introduction; 2.Financial market; 3.Securities; 4.Forwards, futures and options; 5.Financial mathematics of discrete models; 6.Financial mathematics of continuous models; 7.Term structure modeling; 8.Construction and pricing of exotic derivatives; 9.Statistics of financial markets; 10.Alternative financial models (SPIS TRESCI: 1.Wprowadzenie; 2.Rynek finansowy; 3.Papiery wartosciowe; 4.Kontrakty terminowe; 5.Matematyka finansowa modeli dyskretnych; 6.Matematyka finansowa modeli ciaglych; 7.Modelowanie struktury terminowej; 8.Konstrukcja i wycena egzotycznych instrumentow pochodnych; 9.Statystyka rynkow finansowych; 10.Alternatywne modele finansowe)

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File Function: TOC, Preface and sample chapter (in Polish)
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This book is provided by Hugo Steinhaus Center, Wroclaw University of Technology in its series HSC Books with number hsbook9801 and published in 1998.
Handle: RePEc:wuu:hsbook:hsbook9801
Note: Published by WNT (, in Polish
Contact details of provider: Postal:
Wybrzeze Wyspianskiego 27, 50-370 Wroclaw

Phone: +48-71-3203530
Fax: +48-71-3202654
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