Sommaire : Contents
1. Products and Markets.
2. Derivatives.
3. The Random Behavior of Assets.
4. Elementary Stochastic Calculus .
5. The Black-Scholes Model.
6. Partial Differential Equations.
7. The Black-Scholes Formulae and the 'Greeks'.
8. Simple Generalizations of the Black-Scholes World.
9. Early Exercise and American Options.
10. Probability Density Functions and First Exit Times.
11. Multi-asset Options.
12. The Binomial Model.
13. Predicting the Markets?
14. The Trading Game.
15. An Introduction to Exotic and Path-dependent Options.
16. Barrier Options.
17. Strongly Path-dependent Options.
18. Asian Options.
19. Lookback Options.
20. Derivatives and Stochastic Control.
21. Miscellaneous Exotics.
22. Defects of the Black-Scholes Model.
23. Discrete Hedging.
24. Transaction Costs.
25. Volatility Smiles and Surfaces.
26. Stochastic Volatility.
27. Uncertain Parameters.
28. Empirical Analysis of Volatility.
29. Jump Diffusion.
30. Crash Modeling.
31. Speculating With Options.
32. Static Hedging.
33. The Feedback Effect of Hedging in Illiquid Markets.
34. Utility Theory.
35. More About American Options and Related Matters.
36. Stochastic Volatility and Mean-variance Analysis.
37. Advanced Dividend Modeling.

Langue : Anglais

Lieu d'édition : TORONTO

Illustration(s) : Graphique(s)

Localisation : Bibliothèque Campus de Nice

Support : Papier

Etat : Présent

Propriétaire : Bibliothèque