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...

Descripción completa

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Kwok, Yue-Kuen (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2008.
Edición:2nd ed. 2008.
Colección:Springer Finance Textbooks,
Temas:
Mathematical models.
Finance, Public.
Social sciences-Mathematics.
Finance.
Mathematics.
Probabilities.
Mathematical Modeling and Industrial Mathematics.
Public Economics.
Mathematics in Business, Economics and Finance.
Financial Economics.
Applications of Mathematics.
Probability Theory.
Acceso en línea:Texto Completo
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.

Ejemplares similares