A Course in Derivative Securities Introduction to Theory and Computation
This book aims at a middle ground between the introductory books on derivative securities and those that provide advanced mathematical treatments. It is written for mathematically capable students who have not necessarily had prior exposure to probability theory, stochastic calculus, or computer pro...
| Autor principal: | |
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| Autor Corporativo: | |
| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
2005.
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| Colección: | Springer Finance.
Springer eBooks. |
| Acceso en línea: | Conectar con la versión electrónica |
| Ver en Universidad de Navarra: | https://innopac.unav.es/record=b32743440*spi |
Tabla de Contenidos:
- to Option Pricing
- Asset Pricing Basics
- Continuous-Time Models
- Black-Scholes
- Estimating and Modelling Volatility
- to Monte Carlo and Binomial Models
- Advanced Option Pricing
- Foreign Exchange
- Forward, Futures, and Exchange Options
- Exotic Options
- More on Monte Carlo and Binomial Valuation
- Finite Difference Methods
- Fixed Income
- Fixed Income Concepts
- to Fixed Income Derivatives
- Valuing Derivatives in the Extended Vasicek Model
- A Brief Survey of Term Structure Models.
