Lien ebook : http://ezproxy.univ-catholille.fr/login?url=https://www.vleb...

eISBN : 9780387316079

Sommaire : 1. Introduction
2. The Binomial Model for Stock Options
3. The Binomial Model for Other Contracts
4. Multiperiod Binomial Models
5. Hedging
6. Forward and Futures Contracts
7. American and Exotic Option Pricing
8. Path-Dependent Options
9. The Greeks
10. Dividends
11. Implied Volatility Trees
12. Implied Binomial Trees
13. Interest Rate Models
14. Real Options
A. The Binomial Distribution
B. An Application of Linear Programming
C. Volatility Estimation
D. Existence of a Solution
E. Some Generalizations
F. Yield Curves and Splines

References
Index

Langue : Anglais

Collection : SPRINGER FINANCE

Localisation : Bibliothèque Campus de Nice

Support : Numérique

Etat : Présent

Propriétaire : Bibliothèque