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

eISBN : 9780191572005

Contents : Contents
1 Introduction
2 The Binomial Model
3 A More General One Period Model
4 Stochastic Integrals
5 Differential Equations
6 Portfolio Dynamics
7 Arbitrage Pricing
8 Completeness and Hedging
9 Parity Relations and Delta Hedging
10 The Martingale Approach to Arbitrage Theory
11 The Mathematics of the Martingale Approach
12 Black–Scholes from a Martingale Point of View
13 Multidimensional Models: Classical Approach
14 Multidimensional Models: Martingale Approach
15 Incomplete Markets
16 Dividends
17 Currency Derivatives
18 Barrier Options
19 Stochastic Optimal Control
20 The Martingale Approach to Optimal Investment
21 Optimal Stopping Theory and American Options
22 Bonds and Interest Rates
23 Short Rate Models
24 Martingale Models for the Short Rate
25 Forward Rate Models
26 Change of Numeraire
27 LIBOR and Swap Market Models
28 Potentials and Positive Interest
29 Forwards and Futures
A Measure and Integration
B Probability Theory
C Martingales and Stopping Times
References
Index

Language : English

Series : OXFORD FINANCE SERIES

Print : 3ème

Place of publishing : OXFORD

Location : Nice Library

Material : Electronic

Statement : Présent

Owner : Bibliothèque