Mathematical Models of Financial Derivatives
Mathematical Models of Financial Derivatives is a textbook on the theory behind modeling derivatives using the financial engineering approach, focussing on the martingale pricing principles that are common to most derivative securities. A wide range of financial derivatives commonly traded in the eq...
שמור ב:
| מחבר ראשי: | |
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| פורמט: | Livre numérique |
| שפה: | Anglais |
| יצא לאור: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| מהדורה: | Version électronique de la seconde édition. |
| סדרה: | Springer Finance Textbooks
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| נושאים: | |
| גישה מקוונת: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| הערה: |
L'impression du document génère 540 p. Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Mathematical models of financial derivatives, Yue Kuen Kwok, Second edition, 2008, [Berlin, Springer, 1 vol. (XV-530 p.), Springer finance, 978-3-540-42288-4 • Mathematical Models of Financial Derivatives, Texte imprimé, 9783540862550 • Mathematical Models of Financial Derivatives, Texte imprimé, 9783642447938 |
תוכן הענינים:
- to Derivative Instruments Financial Economics and Stochastic Calculus Option Pricing Models: Black Scholes Merton Formulation and Martingale Pricing Theory Path Dependent Options American Options Numerical Schemes for Pricing Options Interest Rate Models and Bond Pricing Interest Rate Derivatives: Bond Options, LIBOR and Swap Products.