Financial Engineering: Derivatives pricing, Computer simulations, Market statistics (Inzynieria finansowa: Wycena instrumentow pochodnych, Symulacje komputerowe, Statystyka rynku)
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)
|This book is provided by Hugo Steinhaus Center, Wroclaw University of Technology in its series HSC Books with number hsbook9801 and published in 1998.|
|Note:||Published by WNT (www.wnt.pl), in Polish|
|Contact details of provider:|| Postal: Wybrzeze Wyspianskiego 27, 50-370 Wroclaw|
Web page: http://prac.im.pwr.wroc.pl/~hugo
More information through EDIRC
When requesting a correction, please mention this item's handle: RePEc:wuu:hsbook:hsbook9801. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Rafal Weron)
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.