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

Aleksander Weron and Rafał Weron

in HSC Books from Hugo Steinhaus Center, Wroclaw University of Science and Technology

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)

Date: 1998
Note: Published by WNT (www.wnt.pl), in Polish
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http://www.im.pwr.wroc.pl/~hugo/RePEc/wuu/hsbook/HSBook9801_front.pdf TOC, Preface (in Polish) (application/pdf)
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http://www.im.pwr.wroc.pl/~hugo/RePEc/wuu/hsbook/HSBook9801_ch03.pdf Chapter 3 (in Polish) (application/pdf)
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http://www.im.pwr.wroc.pl/~hugo/RePEc/wuu/hsbook/HSBook9801_ch04.pdf Chapter 4 (in Polish) (application/pdf)
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http://www.im.pwr.wroc.pl/~hugo/RePEc/wuu/hsbook/HSBook9801_ch05.pdf Chapter 5 (in Polish) (application/pdf)
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http://www.im.pwr.wroc.pl/~hugo/RePEc/wuu/hsbook/HSBook9801_ch06.pdf Chapter 6 (in Polish) (application/pdf)
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http://www.im.pwr.wroc.pl/~hugo/RePEc/wuu/hsbook/HSBook9801_ch07.pdf Chapter 7 (in Polish) (application/pdf)
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http://www.im.pwr.wroc.pl/~hugo/RePEc/wuu/hsbook/HSBook9801_ch08.pdf Chapter 8 (in Polish) (application/pdf)
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http://www.im.pwr.wroc.pl/~hugo/RePEc/wuu/hsbook/HSBook9801_chAB.pdf Appendix A, Appendix B (in Polish) (application/pdf)
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http://www.im.pwr.wroc.pl/~hugo/RePEc/wuu/hsbook/HSBook9801_back.pdf Bibliography (in Polish) (application/pdf)
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