ISBN 13 : 978-0-9941386-3-7

Sommaire : 1 Introduction
2 Purely Quantitative & Logic Questions
3 Derivatives Questions
4 Other Financial Economics Questions

5 Statistics and Programming Questions
5.1 Statistics Questions
5.2 Programming Questions

6 Non-Quantitative Questions
6.1 Questions about You
6.2 Questions about Your Job Awareness
6.3 Questions about the Markets or the Economy
6.4 Financial Management Questions
6.5 Thinking Questions

A Purely Quantitative & Logic Answers
B Derivatives Answers
C Other Financial Economics Answers
D Statistics Answers
E Non-Quantitative Answers (Selected)
F Basic Option Pricing Theory
F.1 Logarithms and Exponentials
F.2 Normality and Lognormality 248
F.3 Prices, Returns and Compounding
F.4 Option Pricing
F.4.1 A Discussion of the Black-Scholes Formula
F.5 Deriving the Black-Scholes Formula
F.5.1 A Derivation of the Black-Scholes Formula
F.5.2 Discussion of the Derivation
G HP 17B and 19B Source Code
G.1 Black-Scholes Call and Put Prices
G.2 Binomial Option Pricing
G.3 Macaulay Duration
G.4 Macaulay Convexity
References for Further Research
Index

Langue : Anglais

Edition : 17ème

Localisation : Bibliothèque Campus de Nice

Support : Papier

Etat : Présent

Propriétaire : Bibliothèque