文档介绍：Advanced Derivatives Pricing and Risk Management
This
Page
Intentionally
Left
Blank
ADVANCED DERIVATIVES
PRICING AND RISK
MANAGEMENT
Theory, Tools and Hands-On
Programming Application
Claudio Albanese and
Giuseppe Campolieti
AMSTERDAM • BOSTON • HEIDELBERG • LONDON
NEW YORK • OXFORD • PARIS • SAN DIEGO
SAN FRANCISCO • SINGAPORE • SYDNEY • TOKYO
Elsevier Academic Press
30 Corporate Drive, Suite 400, Burlington, MA 01803, USA
525 B Street, Suite 1900, San Diego, California 92101-4495, USA
84 Theobald’s Road, London WC1X 8RR, UK
This book is printed on acid-free paper.
Copyright © 2006, Elsevier Inc. All rights reserved.
No part of this publication may be reproduced or transmitted in any form or by any means,
electronic or mechanical, including photocopy, recording, or any information storage
and retrieval system, without permission in writing from the publisher.
Permissions may be sought directly from Elsevier’s Science & Technology Rights Department in
Oxford, UK: phone: (+44) 1865 843830, fax: (+44) 1865 853333, e-mail: ******@.
You may plete your request online via the Elsevier homepage (), by selecting
“Customer Support” and then “Obtaining Permissions.”
Library of Congress Cataloging-in-Publication Data
Application Submitted
British Library Cataloguing in Publication Data
A catalogue record for this book is available from the British Library
ISBN 13: 978-0-12-047682-4
ISBN 10: 0-12-047682-7
The content of this book is presented solely for educational purposes. Neither the authors nor
Elsevier/Academic Press accept any responsibility or liability for loss or damage arising from any
application of the material, methods or ideas, included in any part of the theory or software
contained in this book. The authors and the Publisher expressly disclaim all implied warranties,
including merchantability or fitness for any particular purpose. There will be no duty on
the authors or Publisher to correct any errors