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_alucrare de specialitate _2UDJG _953612 |
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| 003 | UDJG | ||
| 005 | 20240102003741.0 | ||
| 006 | m fo | ||
| 007 | cr ||||||||||| | ||
| 008 | 190812s2020 nju fo 001 0 eng d | ||
| 020 | _a9781118630006 | ||
| 040 | _arum | ||
| 041 | _aeng | ||
| 100 | 1 |
_aMARIANI, Maria C. _936581 |
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| 245 | 1 | 0 |
_aQuantitative finance _h[online] / _cMaria C. Mariani, Ionuț Florescu |
| 260 |
_aHoboken, NJ : _bWiley, _c2020 |
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| 300 |
_a1 resursă online _a(xvii, 470 p.) |
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| 490 | 1 | _aWiley series in statistics in practice | |
| 500 | _aIndex | ||
| 505 | 0 |
_aPart I : Stochastic Processes and Finance _tStochastic Processes: A Brief Review _tBasics of Finance |
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| 505 | 0 |
_aPart II : Quantitative Finance in Practice _tSome Models Used in Quantitative Finance _tSolving Partial Differential Equations _tWavelets and Fourier Transforms _tTree Methods _tApproximating PDEs: Finite Difference Methods _tApproximating Stochastic Processes: Monte Carlo Simulations and Generating and Generating Random Variables _tStochastic Differential Equations |
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| 505 | 0 |
_aPart III : Advanced Models for Underlying Assets _tStochastic Volatility Models _tJump Diffusion Models _tGeneral Lévy Processes _tGeneralized Lévy Processes, Long Range Correlations, and Memory Effects _tApproximating General Derivative Prices: Gradient Method _tSolutions to Complex Models Arising in the Pricing of Financial Options _tFactor and Copulas Models |
|
| 505 | 0 |
_aPart IV : Fixed Income Securities and Derivatives _tModels for the Bond Market _tExchange Traded Funds (ETFs), Credit Default Swap (CDS), and Securitization |
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| 536 | _aAchiziție în cadrul proiectului Expert. | ||
| 648 | _2UDJG | ||
| 650 | 7 |
_2UDJG _aDE-Finanțe _9561 |
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| 651 | _2UDJG | ||
| 690 | 7 |
_977 _afinanțe |
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| 690 | 7 |
_9732 _amatematică |
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| 690 | 7 |
_91671 _aMATLAB |
|
| 690 | 7 |
_acărți străine _9102 |
|
| 690 | 7 |
_acărți achiziții _93407 |
|
| 690 | 7 |
_935248 _acărți electronice |
|
| 700 | 1 |
_aFLORESCU, Ionuț _936582 |
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| 830 | 0 |
_aWiley series in statistics in practice _936583 |
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| 850 | _aUDJG | ||
| 856 | 4 | 1 |
_uhttps://onlinelibrary.wiley.com/doi/book/10.1002/9781118630006 _zAcces la textul integral din intranet si contul de acces mobil |
| 541 |
_aS.C. E-nformation _cAchiziție _h857.99 lei |
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| 942 |
_2udc _cEBK |
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