Sommaire : Contents
An Introduction to Financial Derivatives
The Cox-Ross-Rubinstein Model
Finite Security Markets
The Black-Scholes Model
Foreign Market Derivatives
Americal Options
Exotic Options
Continuous-time Security Markets
Interest Rates and Related Contracts
Models of the Short-term Rate
Models of Instantaneous Forward Rates
Models of Bond Prices and LIBOR Rates
Option Valuation in Gaussian Models
Swap Derivatives
Cross-currency Derivatives
Appendices: Conditional Expectations
Itô Stochastic Calculus

Nbre volumes : 1

Langue : Anglais

Collection : Applications of mathematics

Lieu d'édition : CAMBRIDGE

Localisation : Bibliothèque Campus de Nice

Support : Papier

Etat : Présent

Propriétaire : Bibliothèque