ISBN 13 : 978-1-119-96582-4

Sommaire :
1 Basic Equity Derivatives Theory
1.1 Introduction
1.2 Problems and Solutions
1.2.1 Forward and Futures Contracts
1.2.2 Options Theory
1.2.3 Hedging Strategies

2 European Options
2.1 Introduction
2.2 Problems and Solutions
2.2.1 Basic Properties
2.2.2 Black–Scholes Model
2.2.3 Tree-Based Methods
2.2.4 The Greeks

3 American Options
3.1 Introduction
3.2 Problems and Solutions
3.2.1 Basic Properties
3.2.2 Time-Independent Options
3.2.3 Time-Dependent Options

4 Barrier Options
4.1 Introduction
4.2 Problems and Solutions
4.2.1 Probabilistic Approach
4.2.2 Reflection Principle Approach
4.2.3 Further Barrier-Style Options

5 Asian Options
5.1 Introduction
5.2 Problems and Solutions
5.2.1 Discrete Sampling
5.2.2 Continuous Sampling

6 Exotic Options
6.1 Introduction
6.2 Problems and Solutions
6.2.1 Path-Independent Options
6.2.2 Path-Dependent Options

7 Volatility Models
7.1 Introduction
7.2 Problems and Solutions
7.2.1 Historical and Implied Volatility
7.2.2 Local Volatility
7.2.3 Stochastic Volatility
7.2.4 Volatility Derivatives

A Mathematics Formulae
B Probability Theory Formulae
C Differential Equations Formulae

Bibliography
Notation
Index

Langue : Anglais

Collection : WILEY FINANCE SERIES

Localisation : Bibliothèque Campus de Nice

Support : Papier

Etat : Présent

Propriétaire : Bibliothèque