Quantitative finance : back to basic principles /
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| Author / Creator: | Reghai, Adil, author. |
|---|---|
| Imprint: | Houndsmills, Basingstoke, Hampshire ; New York, NY : Palgrave Macmillan, 2015. |
| Description: | 1 online resource. |
| Language: | English |
| Series: | Applied quantitative finance Applied quantitative finance. |
| Subject: | |
| Format: | E-Resource Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/10134762 |
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| 020 | |a 1137414502 (electronic bk.) | ||
| 020 | |z 9781137414496 (hardback) | ||
| 020 | |z 1137414499 (hardback) | ||
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| 100 | 1 | |a Reghai, Adil, |e author. |0 http://id.loc.gov/authorities/names/n2014065920 |1 http://viaf.org/viaf/311459836 | |
| 245 | 1 | 0 | |a Quantitative finance : |b back to basic principles / |c Adil Reghai. |
| 264 | 1 | |a Houndsmills, Basingstoke, Hampshire ; |a New York, NY : |b Palgrave Macmillan, |c 2015. | |
| 300 | |a 1 online resource. | ||
| 336 | |a text |b txt |2 rdacontent |0 http://id.loc.gov/vocabulary/contentTypes/txt | ||
| 337 | |a computer |b c |2 rdamedia |0 http://id.loc.gov/vocabulary/mediaTypes/c | ||
| 338 | |a online resource |b cr |2 rdacarrier |0 http://id.loc.gov/vocabulary/carriers/cr | ||
| 490 | 1 | |a Applied quantitative finance | |
| 504 | |a Includes bibliographical references (pages 220-221) and index. | ||
| 505 | 8 | |a Machine generated contents note: -- 1. Financial Modeling -- 2. About Modeling -- 3. From Black & Scholes to the Emergence of the Smile Modeling -- 4. What is the Fair Value in the Presence of the Smile? -- 5. Mono Underlying Risk Exploration -- 6. A General Pricing Formula -- 7. Multi Asset Case -- 8. Discounting and General Value Adjustment Techniques -- 9. Investment Algorithms -- 10. Building Monitoring Signals -- 11. Conclusion. | |
| 588 | |a Description based on print version record. | ||
| 650 | 0 | |a Finance |x Mathematical models. |0 http://id.loc.gov/authorities/subjects/sh85048260 | |
| 650 | 7 | |a Finance |x Mathematical models. |2 fast |0 http://id.worldcat.org/fast/fst00924398 | |
| 776 | 0 | 8 | |c Original |z 9781137414496 |z 1137414499 |w (DLC) 2014030381 |
| 830 | 0 | |a Applied quantitative finance. |0 http://id.loc.gov/authorities/names/no2012144672 | |
| 856 | 4 | 0 | |u https://ebookcentral.proquest.com/lib/uchicago/detail.action?docID=1909847 |y ProQuest Ebook Central |z Licensed for 1 user at a time |
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| 928 | |t Library of Congress classification |a HG106.R445 2015 |l Online |c UC-FullText |n Licensed for 1 user at a time |u https://ebookcentral.proquest.com/lib/uchicago/detail.action?docID=1909847 |z ProQuest Ebook Central |i 8270482 | ||