Data Modeling of Financial Derivatives
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Abstract
Individual chapters are listed in the "Chapters" tab
Suggested Citation
DOI: 10.1007/978-1-4302-6590-0
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Book Chapters
The following chapters of this book are listed in IDEAS- Robert Mamayev, 2013. "Introduction," Springer Books, in: Data Modeling of Financial Derivatives, chapter 0, pages 1-7, Springer.
- Robert Mamayev, 2013. "Barker’s Notation," Springer Books, in: Data Modeling of Financial Derivatives, chapter 0, pages 9-32, Springer.
- Robert Mamayev, 2013. "Financial Contracts," Springer Books, in: Data Modeling of Financial Derivatives, chapter 0, pages 33-57, Springer.
- Robert Mamayev, 2013. "Modeling Forward Contracts," Springer Books, in: Data Modeling of Financial Derivatives, chapter 0, pages 59-83, Springer.
- Robert Mamayev, 2013. "Modeling Futures Contracts," Springer Books, in: Data Modeling of Financial Derivatives, chapter 0, pages 85-112, Springer.
- Robert Mamayev, 2013. "Modeling Options," Springer Books, in: Data Modeling of Financial Derivatives, chapter 0, pages 113-147, Springer.
- Robert Mamayev, 2013. "Modeling Advanced Options Strategies," Springer Books, in: Data Modeling of Financial Derivatives, chapter 0, pages 149-161, Springer.
- Robert Mamayev, 2013. "Swaps and Forward Rate Agreements," Springer Books, in: Data Modeling of Financial Derivatives, chapter 0, pages 163-187, Springer.
- Robert Mamayev, 2013. "Parting Thoughts," Springer Books, in: Data Modeling of Financial Derivatives, chapter 0, pages 189-194, Springer.
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