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

eISBN : 9780387316079

Contents : 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

Language : English

Series : SPRINGER FINANCE

Location : Nice Library

Material : Electronic

Statement : Présent

Owner : Bibliothèque