روش‌های عددی در مالی ۲۰۰۷
Numerical Methods for Finance 2007

1. Front cover

2. Contents

3. Preface

4. List of Contributors

5. About the Editors

6. Sponsors

7. Chapter 1. Coherent Measures of Risk into Everyday Market Practice

8. Chapter 2. Pricing High-Dimensional Americans Options Using Local Consistency Conditions

9. Chapter 3. Adverse Interrisk Diversification Effects for FX Forwards

10. Chapter 4. Counterparty Risk Pricing under Correlation between Default and Interest Rates

11. Chapter 5. Optimal Dynamic Asset Allocation for Defined Contribution Pension Plans

12. Chapter 6. On High-Performance Software Development for the Numerical Simulation of Life Insurance Policies

13. Chapter 7. An Efficient Numerical Method for Pricing Interest Rate Swaptions

14. Chapter 8. Empirical Testing of Local Cross Entropy as a Method for Recovering Asset's Risk-Neutral PDF from Option Prices

15. Chapter 9. Using Intraday Data to Forecast Daily Volatility: A Hybrid Approach

16. Chapter 10. Pricing Credit from the Top Down with Affine Point Processes

17. Chapter 11. Valuation of Performance-Dependent Options in a Black-Scholes Framework

18. Chapter 12. Variance Reduction through Multilevel Monte Carlo Path Calculations

19. Chapter 13. Value at Risk and Self-Similarity

20. Chapter 14. Parameter Uncertainty in Kalman-Filter Estimation of the CIR Term-Structure Model

21. Chapter 15. EDDIE for Discovering Arbitrage Opportunities

22. Index

23. Back cover