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...
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| Autor Corporativo: | |
| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
2008.
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| Edición: | 2nd ed |
| Colección: | Springer Finance.
Springer eBooks. |
| Acceso en línea: | Conectar con la versión electrónica |
| Ver en Universidad de Navarra: | https://innopac.unav.es/record=b32745886*spi |
Tabla de Contenidos:
- 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.
