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Options, futures, and exotic derivatives : theory, application and practice / E. Briys ... [et al.].

Contributor(s): Briys, Eric.
Material type: TextTextSeries: [Wiley frontiers in finance]. Publisher: Chichester ; New York : Wiley, c1998Description: xxi, 449 p. : ill. ; 25 cm.ISBN: 0471969095 (cloth : alk. paper); 9780471969099; 0471969087 (pbk. : alk. paper); 9780471969082.Subject(s): Options (Finance) | Futures | Derivative securitiesDDC classification: 332.63228 Online resources: Publisher description | Table of Contents | Contributor biographical information | WorldCat details
Contents:
Table of contents Ch. 1. Financial Markets, Innovation and Trading Activity -- Ch. 2. The Dynamics of Asset Prices: Analysis and Applications -- Ch. 3. Applications to Asset and Derivative Asset Pricing in Complete Markets -- Ch. 4. Asset Pricing in Complete Markets: Changing Numeraire and Time -- Ch. 5. Analytical European Option Pricing Models -- Ch. 6. Monitoring and Management of Option Positions -- Ch. 7. Extension to American Options: Dividends and Early Exercise -- Ch. 8. Generalization to Stochastic Interest Rates -- Ch. 9. Pricing Corporate Bonds -- Ch. 10. Pricing Insurance Linked Bonds -- Ch. 11. Further Generalization to Jump Processes, Stochastic Volatilities and Information Costs -- Ch. 12. The Lattice Approach and the Binomial Model
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Item type Current location Collection Call number Copy number Status Date due Barcode Item holds
Text Text EWU Library
Reserve Section
Non-fiction 332.63228 OPT 1998 (Browse shelf) C-1 Not For Loan 5871
Total holds: 0

Series statement from jacket.

Includes bibliographical references (p. [425]-440) and index.

Table of contents Ch. 1. Financial Markets, Innovation and Trading Activity --
Ch. 2. The Dynamics of Asset Prices: Analysis and Applications --
Ch. 3. Applications to Asset and Derivative Asset Pricing in Complete Markets --
Ch. 4. Asset Pricing in Complete Markets: Changing Numeraire and Time --
Ch. 5. Analytical European Option Pricing Models --
Ch. 6. Monitoring and Management of Option Positions --
Ch. 7. Extension to American Options: Dividends and Early Exercise --
Ch. 8. Generalization to Stochastic Interest Rates --
Ch. 9. Pricing Corporate Bonds --
Ch. 10. Pricing Insurance Linked Bonds --
Ch. 11. Further Generalization to Jump Processes, Stochastic Volatilities and Information Costs --
Ch. 12. The Lattice Approach and the Binomial Model

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