Buch, Englisch, 334 Seiten, Format (B × H): 185 mm x 259 mm, Gewicht: 794 g
From Theory To Practice
Buch, Englisch, 334 Seiten, Format (B × H): 185 mm x 259 mm, Gewicht: 794 g
ISBN: 978-1-58488-031-8
Verlag: Taylor & Francis Inc
More than just an introductory text, the reader who has mastered the contents of this one book will have breached the gap separating the novice from the technical and research literature.
Zielgruppe
Professional Practice & Development
Autoren/Hrsg.
Fachgebiete
Weitere Infos & Material
Arbitrage Pricing Theory: The One-Period Model. Binomial Option Pricing Model. Analysis of the Black-Scholes Formula. Refinements of the Binomial Model. American-Style Options and Time-Optionality. Trinomial Trees and Finite-Difference Schemes. Brownian Motion and Ito Calculus. An Introduction to Exotic Options. Ito Processes, Continuous-Time Martingales, and Girsanov's Theorem. Continuous-Time Finance: An Introduction. Valuation of Derivative Securities. Fixed-Income Securities and the Term-Structure of Interest Rates. The Heath-Jarrow-Morton Theorem and Multidimensional Term-Structure Model. Exponential-Affine Models. Interest-Rate Options. Appendix: The Intertemporal Discrete Model.