Sommaire : Contents
Securities Markets, Financial Innovation and the Trading Activity.
The Dynamics of Assets and Derivative Assets Prices.
Applications to Asset and Derivative Asset Pricing in Complete Markets.
Analytical European Models in Derivative Asset Pricing Theories and Their Applications.
Application of European Analytical Models to the Valuation of American Options With and Without Dividends and Their Applications.
Generalisation of Analytical Option Pricing Models to Stochastic Interest Rates and Their Applications.
Applications and Generalisation of Analytical Models to Stochastic Volatilities and Interest Rates.
The Lattice Approach and the Binomial Model.
Numerical Methods and the Pricing of American Options.

Nbre volumes : 1

Notes : Réserve – Ask a librarian

Langue : Anglais

Lieu d'édition : TORONTO

Illustration(s) : Graphique(s)

Localisation : Bibliothèque Campus de Nice

Support : Papier

Etat : Présent

Propriétaire : Bibliothèque