Derivatives, risk management & value
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| Autor Principal: | |
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| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | inglés |
| Publicado: |
Hackensack, N.J. :
World Scientific,
2010.
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| Subjects: | |
| Acceso en liña: | An electronic book accessible through the World Wide Web; click to view |
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Table of Contents:
- pt. 1. Financial markets and financial instruments : basic concepts and strategies
- pt. 2. Pricing derivatives and their underlying assets in a discrete-time setting
- pt. 3. Option pricing in a continuous-time setting : basic models, extensions and applications
- pt. 4. Mathematical foundations of option pricing models in a continuous-time setting : basic concepts and extensions
- pt. 5. Extensions of option pricing theory to American options and interest rate instruments in a continuous-time setting : dividends, coupons and stochastic interest rates
- pt. 6. Generalization of option pricing models and stochastic volatility
- pt. 7. Option pricing models and numerical analysis
- pt. 8. Exotic derivatives.