Analytical Finance. Vol.2: The Mathematics of Interest Rate Derivatives, Markets, Risk and Valuation
Lieferzeit: 7-14 Werktage
- Artikel-Nr.: 10451037
Beschreibung
Pricing via Arbitrage
The Central Limit Theorem
The Binomial model
More on Binomial models
Finite difference methods
Value-at-Risk - VaR
Introduction to probability theory
Stochastic integration
Partial parabolic differential equations and Feynman-Kac
The Black-Scholes-Merton model
American versus European options
Analytical pricing formulas for American options
Poisson processes and jump diffusion
Diffusion models in general
Hedging
Exotic Options
Volatility
Something about weather derivativesA Practical guide to pricing
Pricing using deflators
Securities with dividends
Some Fixed-Income securities and Black-Scholes
Eigenschaften
| Breite: | 156 |
| Gewicht: | 1130 g |
| Höhe: | 236 |
| Länge: | 43 |
| Seiten: | 728 |
| Sprachen: | Englisch |
| Autor: | Jan R. M. Röman |
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