April 2010
Beginner
2224 pages
100h 29m
English
Content preview from Encyclopedia of Quantitative Finance, IV Volume Set
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Contents
Alternating Direction Implicit (ADI) Method
Arbitrage: Historical Perspectives
Autoregressive Moving Average (ARMA) Processes
Backward Stochastic Differential Equations
Backward Stochastic Differential Equations:Numerical Methods
Barndorff-Nielsen and Shephard (BNS) Models
Behavioral Portfolio Selection
Bermudan Swaptions and Callable Libor Exotics
CDO Tranches: Impact on Economic Capital
Collateralized Debt Obligation (CDO) Options
Collateralized Debt Obligations (CDO)
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