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001			323342
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007			cr nn 008mamaa
008			160111s2015 gw | s |||| 0|eng d
020			_a9783662459065 _9978-3-662-45906-5
035			_avtls000424417
039		9	_y201601111053 _zstaff
050		4	_aHG1-HG9999
100	1		_aChiarella, Carl, _eautor. _9337538
245	1	0	_aDerivative security pricing : _btechniques, methods and applications / _cCarl Chiarella, Xue-Zhong He, Christina Sklibosios Nikitopoulos.
264		1	_aBerlin, Heidelberg : _bSpringer Berlin Heidelberg : _bSpringer, _c2015.
300			_axvi, 616 páginas : _b154 ilustraciones, 38 ilustraciones en color.
336			_atexto _btxt _2rdacontent
337			_acomputadora _bc _2rdamedia
338			_arecurso en línea _bcr _2rdacarrier
347			_aarchivo de texto _bPDF _2rda
490	0		_aDynamic Modeling and Econometrics in Economics and Finance, _x1566-0419 ; _v21
500			_aSpringer eBooks
505	0		_aPart I The Fundamentals of Derivative Security Pricing -- 1 The Stock Option Problem -- 2 Stochastic Processes for Asset Price Modelling -- 3 An Initial Attempt at Pricing an Option -- 4 The Stochastic Differential Equation -- 5 Manipulating Stochastic Differential Equations and Stochastic Integrals -- 6 Ito's Lemma and Its Application -- 7 The Continuous Hedging Argument -- 8 Martingale Interpretation of No-Riskless Arbitrage -- 9 The Partial Differential Equation Approach Under Geometric Brownian Motion -- 10 Pricing Derivative Securities - A General Approach -- 11 Applying the General Pricing Framework -- 12 Jump-Diffusion Processes -- Option Pricing under Jump-Diffusion Processes -- 14 Partial Differential Equation Approach under Geometric Jump-Diffusion Process -- 15 Stochastic Volatility -- 16 Pricing the American Feature -- 17 Pricing Options Using Binominal Trees -- 18 Volatility Smiles -- Part II Interest Rate Modelling -- 19 Allowing for Stochastic Interest Rates in the B-S Model -- 20 Change of Numeraire -- 21 The Paradigm Interest Rate Option Problem -- 22 Modelling Interest Rate Dynamics -- 23 Interest Rate Derivatives - One Factor Spot Rate Models -- 24 Interest Rate Derivatives - Multi-Factor Models -- 25 The Heath-Jarrow-Morton Framework -- 26 The LIBOR Market Model.                   .
590			_aPara consulta fuera de la UANL se requiere clave de acceso remoto.
700	1		_aHe, Xue-Zhong, _eautor. _9359787
700	1		_aSklibosios Nikitopoulos, Christina, _eautor. _9368833
710	2		_aSpringerLink (Servicio en línea) _9299170
776	0	8	_iEdición impresa: _z9783662459058
856	4	0	_uhttp://remoto.dgb.uanl.mx/login?url=http://dx.doi.org/10.1007/978-3-662-45906-5 _zConectar a Springer E-Books (Para consulta externa se requiere previa autentificación en Biblioteca Digital UANL)
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999			_c323342 _d323342