The idea of human rights : four inquiries /

Saved in:
Bibliographic Details
Main Author: Perry, Michael J
Format: Book
Published: New York : Oxford University Press, 1998
Tags: Add Tag
No Tags, Be the first to tag this record!
LEADER 02425cam a2200277 a 4500
001 36621933
003 OCoLC
005 20020222094700.0
008 970312s1998 nyu b 001 0 eng
010 |a 97012764 
020 |a 0195116364 (alk. paper) 
040 |a DLC  |c DLC  |d UKM  |d EL$  |d MUQ 
049 |a VLAM 
050 0 0 |a BL65.H78  |b P47 1998 
100 1 |a Perry, Michael J 
245 1 4 |a The idea of human rights :  |b four inquiries /  |c Michael J. Perry 
260 |a New York :  |b Oxford University Press,  |c 1998 
300 |a 162 p. ;  |c 24 cm 
504 |a Includes bibliographical references (p. 107-157) and index 
505 0 0 |g Pt. 1.Basic Theory of Derivatives.  |g 1.Products and Markets.  |g 2.Derivatives.  |g 3.The Random Behavior of Assets.  |g 4.Elementary Stochastic Calculus.  |g 5.The Black Scholes Model.  |g 6.Partial Differential Equations.  |g 7.The Black Scholes Formulae and the 'Greeks'.  |g 8.Simple Generalizations of the Black Scholes World.  |g 9.Early Exercise and American Options.  |g 10.Probability Density Functions and First Exit Times.  |g 11.Multi asset Options.  |g 12.The Binomial Model  |g Pt. 2.Path Dependency.  |g 13.An Introduction to Exotic and Path dependent Options.  |g 14.Barrier Options.  |g 15.Strongly Path dependent Options.  |g 16.Asian Options.  |g 17.Lookback Options.  |g 18.Miscellaneous Exotics  |g Pt. 3.Extending Black Scholes.  |g 19.Defects in the Black Scholes Model.  |g 20.Discrete Hedging.  |g 21.Transaction Costs.  |g 22.Volatility Smiles and Surfaces.  |g 23.Stochastic Volatility.  |g 24.Uncertain Parameters.  |g 25.Empirical Analysis of Volatility.  |g 26.Jump Diffusion.  |g 27.Crash Modeling.  |g 28.Speculating with Options.  |g 29.The Feedback Effect of Hedging in Illiquid Markets.  |g 30.Static Hedging  |g Pt. 4.Interest Rates and Products.  |g 31.Fixed income Products and Analysis: Yield, Duration and Convexity.  |g 32.Swaps.  |g 33.One factor Interest Rate Modeling.  |g 34.Yield Curve Fitting.  |g 35.Interest Rate Derivatives.  |g 36.Convertible Bonds.  |g 37.Two factor Interest Rate Modeling.  |g 38.Empirical Behavior of the Spot Interest Rate.  |g 39.Heath, Jarrow and Morton.  |g 40.Interest rate Modeling Without Probabilities  |g Pt. 5.Risk Measurement and Management.  |g 41.Portfolio Management.  |g 42.Value at Risk.  |g 43.Credit Risk.  |g 44.Credit Derivatives.  |g 45 
650 0 |a Human rights  |x Religious aspects 
650 0 |a Human rights  |x Philosophy 
907 |a .b1715975 
998 |a lower 
999 |c 58950 
852 |a Law Library  |b Lower Level  |h BL65.H78 P47 1998  |p 33940002156576