Derivative security pricing : techniques, methods and applications

Author(s)

• Chiarella, Carl
• He, Xue-Zhong
• Nikitopoulos, Christina Sklibosios

Bibliographic Information

Derivative security pricing : techniques, methods and applications

Carl Chiarella, Xue-Zhong He, Christina Sklibosios Nikiotopoulos

（Dynamic modeling and econometrics in economics and finance / series editors, Stefan Mittnik, Willi Semmler, v. 21）

Springer, c2015

Note

Includes bibliographical references (p. 605-609) and index

Details

• NCID: BB21210793
• ISBN:
  • 9783662459058
• Country Code: gw
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Heidelberg
• Pages/Volumes: xvi, 616 p.
• Size: 25 cm
• Classification:
  • DC23 : 332.6320151
  • DC : 332.64
• Subject Headings:
  • LCSH : Derivative securities -- Prices -- Mathematical models
  • LCSH : Interest rates -- Mathematical models
• Parent Bibliography ID:
  • BA40991083