Cargando…
The Black-Scholes Model.
Master the essential mathematical tools required for option pricing within the context of a specific, yet fundamental, pricing model.
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Cambridge :
Cambridge University Press,
2012.
|
| Colección: | Mastering mathematical finance.
|
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
| LEADER | 00000cam a2200000 4500 | ||
|---|---|---|---|
| 001 | EBSCO_ocn815389296 | ||
| 003 | OCoLC | ||
| 005 | 20231017213018.0 | ||
| 006 | m o d | ||
| 007 | cr |n|---||||| | ||
| 008 | 121004s2012 enk o 000 0 eng d | ||
| 040 | |a MHW |b eng |e pn |c MHW |d EBLCP |d OCLCQ |d MEAUC |d OL$ |d OCLCO |d OCLCQ |d OCLCO |d OCLCF |d DEBSZ |d OCLCO |d N$T |d YDXCP |d IDEBK |d CDX |d CAMBR |d COO |d OCLCO |d OCLCQ |d OCLCO |d OCLCQ |d STF |d LOA |d CUY |d MERUC |d ZCU |d ICG |d K6U |d U3W |d OCLCQ |d LVT |d TKN |d UMR |d DKC |d AU@ |d OCLCQ |d UKAHL |d OCLCQ |d S8J |d G3B |d OCLCQ |d AJS |d OCLCO |d OCLCQ |d OCLCO |d S9M | ||
| 019 | |a 812406762 |a 812911594 |a 813396398 |a 817819815 |a 819572510 |a 819631627 |a 853661400 |a 863088418 |a 976974309 |a 1167422618 |a 1264735782 | ||
| 020 | |a 9781139570756 | ||
| 020 | |a 1139570757 | ||
| 020 | |a 9781139026130 |q (electronic book) | ||
| 020 | |a 1139026135 |q (electronic book) | ||
| 020 | |a 9781139568944 |q (electronic bk.) | ||
| 020 | |a 1139568949 |q (electronic bk.) | ||
| 020 | |a 1139572504 |q (electronic bk.) | ||
| 020 | |a 9781139572507 |q (electronic bk.) | ||
| 020 | |a 6613950092 | ||
| 020 | |a 9786613950093 | ||
| 020 | |a 1283637634 | ||
| 020 | |a 9781283637633 | ||
| 020 | |a 9781107001695 |q (hardback) | ||
| 020 | |a 1107001692 |q (hardback) | ||
| 020 | |z 9780521173001 | ||
| 020 | |z 0521173000 | ||
| 029 | 1 | |a AU@ |b 000050105146 | |
| 029 | 1 | |a AU@ |b 000052901106 | |
| 029 | 1 | |a DEBBG |b BV041053679 | |
| 029 | 1 | |a DEBSZ |b 431223505 | |
| 029 | 1 | |a NLGGC |b 352037342 | |
| 029 | 1 | |a DKDLA |b 820120-katalog:999906586905765 | |
| 035 | |a (OCoLC)815389296 |z (OCoLC)812406762 |z (OCoLC)812911594 |z (OCoLC)813396398 |z (OCoLC)817819815 |z (OCoLC)819572510 |z (OCoLC)819631627 |z (OCoLC)853661400 |z (OCoLC)863088418 |z (OCoLC)976974309 |z (OCoLC)1167422618 |z (OCoLC)1264735782 | ||
| 050 | 4 | |a HG6024.A3 C364 2013 | |
| 072 | 7 | |a BUS |x 036000 |2 bisacsh | |
| 072 | 7 | |a KFF |2 bicssc | |
| 082 | 0 | 4 | |a 332.64/53 |a 332.6453 |
| 049 | |a UAMI | ||
| 100 | 1 | |a Capiński, Marek, |d 1951- | |
| 245 | 1 | 4 | |a The Black-Scholes Model. |
| 260 | |a Cambridge : |b Cambridge University Press, |c 2012. | ||
| 300 | |a 1 online resource (180 pages) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a Mastering Mathematical Finance | |
| 588 | 0 | |a Print version record. | |
| 520 | |a Master the essential mathematical tools required for option pricing within the context of a specific, yet fundamental, pricing model. | ||
| 505 | 0 | |a Cover; The Black-Scholes Model; Title; Copyright; Contents; Preface; 1 Introduction; 1.1 Asset dynamics; Model parameters; 1.2 Methods of option pricing; Risk-neutral probability approach; The PDE approach; 2 Strategies and risk-neutral probability; 2.1 Finding the risk-neutral probability; Removing the drift; Girsanov theorem -- simple version; 2.2 Self-financing strategies; 2.3 The No Arbitrage Principle; 2.4 Admissible strategies; 2.5 Proofs; 3 Option pricing and hedging; 3.1 Martingale representation theorem; 3.2 Completeness of the model; 3.3 Derivative pricing. | |
| 505 | 8 | |a General derivative securitiesPut options; Call options; 3.4 The Black-Scholes PDE; From Black-Scholes PDE to option price; The replicating strategy; 3.5 The Greeks; 3.6 Risk and return; 3.7 Proofs; 4 Extensions and applications; 4.1 Options on foreign currency; Dividend paying stock; 4.2 Structural model of credit risk; 4.3 Compound options; 4.4 American call options; 4.5 Variable coefficients; 4.6 Growth optimal portfolios; 5 Path-dependent options; 5.1 Barrier options; 5.2 Distribution of the maximum; 5.3 Pricing barrier and lookback options; Hedging; Lookback option; 5.4 Asian options. | |
| 505 | 8 | |a Continuous geometric averageDiscrete geometric average; 6 General models; 6.1 Two assets; The market; Strategies and risk-neutral probabilities; Two stocks, one Wiener process; One stock, two Wiener processes; 6.2 Many assets; 6.3 Ito formula; 6.4 Levy's Theorem; 6.5 Girsanov Theorem; 6.6 Applications; Index. | |
| 590 | |a eBooks on EBSCOhost |b EBSCO eBook Subscription Academic Collection - Worldwide | ||
| 650 | 0 | |a Options (Finance) |x Prices |x Mathematical models. | |
| 650 | 6 | |a Options (Finances) |x Prix |x Modèles mathématiques. | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Investments & Securities |x General. |2 bisacsh | |
| 650 | 0 | 7 | |a Opciones (Finanzas) |x Modelos matemáticos |2 embucm |
| 650 | 7 | |a Options (Finance) |x Prices |x Mathematical models |2 fast | |
| 700 | 1 | |a Kopp, P. E., |d 1944- | |
| 776 | 0 | 8 | |i Print version: |z 9781107001695 |
| 830 | 0 | |a Mastering mathematical finance. | |
| 856 | 4 | 0 | |u https://ebsco.uam.elogim.com/login.aspx?direct=true&scope=site&db=nlebk&AN=480389 |z Texto completo |
| 936 | |a BATCHLOAD | ||
| 938 | |a Askews and Holts Library Services |b ASKH |n AH24363639 | ||
| 938 | |a Askews and Holts Library Services |b ASKH |n AH28319613 | ||
| 938 | |a Askews and Holts Library Services |b ASKH |n AH33350870 | ||
| 938 | |a Askews and Holts Library Services |b ASKH |n AH26478870 | ||
| 938 | |a Coutts Information Services |b COUT |n 24024840 |c 50.00 GBP | ||
| 938 | |a EBL - Ebook Library |b EBLB |n EBL1025023 | ||
| 938 | |a EBSCOhost |b EBSC |n 480389 | ||
| 938 | |a ProQuest MyiLibrary Digital eBook Collection |b IDEB |n 395009 | ||
| 938 | |a YBP Library Services |b YANK |n 9808520 | ||
| 938 | |a YBP Library Services |b YANK |n 9783546 | ||
| 938 | |a YBP Library Services |b YANK |n 9783775 | ||
| 938 | |a YBP Library Services |b YANK |n 9914442 | ||
| 994 | |a 92 |b IZTAP | ||