Martingale Methods in Financial Modelling
This book provides a comprehensive, self-contained and up-to-date treatment of the main topics in the theory of option pricing. The first part of the text starts with discrete-time models of financial markets, including the Cox-Ross-Rubinstein binomial model. The passage from discrete- to continuous...
Enregistré dans:
| Auteurs principaux: | , |
|---|---|
| Format: | Livre numérique |
| Langue: | Anglais |
| Publié: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Édition: | Second Edition. |
| Collection: | Stochastic Modelling and Applied Probability
36 |
| Accès en ligne: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Note: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Martingale Methods in Financial Modelling, Texte imprimé, 9783540209669 |
Table des matières:
- Spot and Futures Markets An Introduction to Financial Derivatives Discrete-time Security Markets Benchmark Models in Continuous Time Foreign Market Derivatives American Options Exotic Options Volatility Risk Continuous-time Security Markets Fixed-income Markets Interest Rates and Related Contracts Short-Term Rate Models Models of Instantaneous Forward Rates Market LIBOR Models Alternative Market Models Cross-currency Derivatives