| Item type | Current location | Collection | Call number | Copy number | Status | Date due | Barcode |
|---|---|---|---|---|---|---|---|
| E-Books | Biblioteca da FCTUNL Online | Não Ficção | HG173.SPR FCT 81886 (Browse shelf) | 1 | Available |
Browsing Biblioteca da FCTUNL Shelves , Shelving location: Online , Collection code: Não Ficção Close shelf browser
| HG106.SPR FCT 95594 Implementing models in quantitative finance | HG173.SPR FCT 81304 Asymptotic chaos expansions in finance | HG173.SPR FCT 81861 Mathematical finance | HG173.SPR FCT 81886 Inspired by finance | HG173.SPR FCT 82567 Financial modeling, actuarial valuation and solvency in insurance | HG173.SPR FCT 82654 Financial modeling | HG173.SPR FCT 82701 Generalized hyperbolic secant distributions |
Colocação: Online
The present volume is dedicated to Marek Musiela, the eminent scholar and practitioner, well-known for his important contribution into problems of derivative pricing, theory of term structure of interest rates, theory of defaultable securities and other topics of modern mathematical finance. Under the cover the reader finds 25 research papers of 47 authors, famous or young, covering the whole range of the "hot" topics of the discipline. The contributed articles not only give a clear picture about what is going on in this fast developing field of knowledge but provide methods ready for practical implementation. They also open perspectives for further studies in risk management, portfolio optimization, and financial engineering.
There are no comments for this item.