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Risk-neutral valuation pricing and hedging of financial derivatives
Material type:
TextSeries: Springer financePublication details: New York Springer 2004Edition: 2nd edDescription: xviii,437p. 25 cmISBN: - 9781852334581
- 332.6457 22 BI-R
- HG4515.2 .B56 2004
Print
| Item type | Home library | Collection | Call number | Status | Date due | Barcode | |
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OPJGU Sonepat- Campus Main Library | General Books | 332.6457 BI-R (Browse shelf(Opens below)) | Not For Loan (Restricted Access) | 121068 |
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| 332.6453 WI-P V3 Paul Wilmott on quantitative finance | 332.645301519 AC-C Computational methods for option pricing | 332.64530151922 LA-I Introduction to stochastic calculus applied to finance | 332.6457 BI-R Risk-neutral valuation pricing and hedging of financial derivatives | 332.6457 BO-T Trading and pricing financial derivatives a guide to futures, options, and swaps | 332.6457 BR-E Engineering BGM | 332.6457 CH-C Credit derivatives a primer on credit risk, modeling and instruments |
Includes bibliographical references (p. [417]-432) and index.
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