Derivatives, risk management & value
שמור ב:
| מחבר ראשי: | |
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| מחבר תאגידי: | |
| פורמט: | אלקטרוני ספר אלקטרוני |
| שפה: | אנגלית |
| יצא לאור: |
Hackensack, N.J. :
World Scientific,
2010.
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| נושאים: | |
| גישה מקוונת: | An electronic book accessible through the World Wide Web; click to view |
| תגים: |
הוספת תג
אין תגיות, היה/י הראשונ/ה לתייג את הרשומה!
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תוכן הענינים:
- 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.