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Financial Engineering: Derivatives pricing, Computer simulations, Market statistics (Inzynieria finansowa: Wycena instrumentow pochodnych, Symulacje komputerowe, Statystyka rynku)

Author

Listed:
  • Aleksander Weron
  • Rafal Weron

Abstract

CONTENTS: 1.Introduction; 2.Financial market; 3.Securities; 4.Forwards, futures and options; 5.Financial mathematics of discrete models; 6.Financial mathematics of continuous models; 7.Term structure modeling; 8.Construction and pricing of exotic derivatives; 9.Statistics of financial markets; 10.Alternative financial models (SPIS TRESCI: 1.Wprowadzenie; 2.Rynek finansowy; 3.Papiery wartosciowe; 4.Kontrakty terminowe; 5.Matematyka finansowa modeli dyskretnych; 6.Matematyka finansowa modeli ciaglych; 7.Modelowanie struktury terminowej; 8.Konstrukcja i wycena egzotycznych instrumentow pochodnych; 9.Statystyka rynkow finansowych; 10.Alternatywne modele finansowe)

Suggested Citation

  • Aleksander Weron & Rafal Weron, 1998. "Financial Engineering: Derivatives pricing, Computer simulations, Market statistics (Inzynieria finansowa: Wycena instrumentow pochodnych, Symulacje komputerowe, Statystyka rynku)," HSC Books, Hugo Steinhaus Center, Wroclaw University of Technology, number hsbook9801, December.
    • Handle: RePEc:wuu:hsbook:hsbook9801
    Note: Published by WNT (www.wnt.pl), in Polish
    as

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    File URL: http://www.im.pwr.wroc.pl/~hugo/RePEc/wuu/hsbook/HSBook9801_front.pdf
    File Function: TOC, Preface (in Polish)
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    File URL: http://www.im.pwr.wroc.pl/~hugo/RePEc/wuu/hsbook/HSBook9801_ch03.pdf
    File Function: Chapter 3 (in Polish)
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    File URL: http://www.im.pwr.wroc.pl/~hugo/RePEc/wuu/hsbook/HSBook9801_ch04.pdf
    File Function: Chapter 4 (in Polish)
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    File URL: http://www.im.pwr.wroc.pl/~hugo/RePEc/wuu/hsbook/HSBook9801_ch05.pdf
    File Function: Chapter 5 (in Polish)
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    File URL: http://www.im.pwr.wroc.pl/~hugo/RePEc/wuu/hsbook/HSBook9801_ch06.pdf
    File Function: Chapter 6 (in Polish)
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    File URL: http://www.im.pwr.wroc.pl/~hugo/RePEc/wuu/hsbook/HSBook9801_ch07.pdf
    File Function: Chapter 7 (in Polish)
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    File URL: http://www.im.pwr.wroc.pl/~hugo/RePEc/wuu/hsbook/HSBook9801_ch08.pdf
    File Function: Chapter 8 (in Polish)
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    File URL: http://www.im.pwr.wroc.pl/~hugo/RePEc/wuu/hsbook/HSBook9801_chAB.pdf
    File Function: Appendix A, Appendix B (in Polish)
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    File URL: http://www.im.pwr.wroc.pl/~hugo/RePEc/wuu/hsbook/HSBook9801_back.pdf
    File Function: Bibliography (in Polish)
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