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

Contributor(s): Briys, Eric Material type: Text

TextLanguage: English Series: [Wiley frontiers in finance]Publication details: Chichester ; New York : Wiley, c1998. Description: xxi, 449 p. : ill. ; 25 cmISBN: 0471969095 (cloth : alk. paper); 9780471969099; 0471969087 (pbk. : alk. paper); 9780471969082Subject(s): Options (Finance) | Futures | Derivative securitiesDDC classification: 332.63228 LOC classification: HG6024.A3 | O653 1998Online resources: Publisher description | Table of Contents | Contributor biographical information | WorldCat details

Contents:

TOC 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

Tags from this library: No tags from this library for this title. Log in to add tags.

Average rating: 0.0 (0 votes)

Holdings ( 1 )
Title notes ( 5 )
Comments ( 0 )

Holdings
Item type	Current library	Collection	Call number	Copy number	Status	Date due	Barcode	Item holds
Text	Dr. S. R. Lasker Library, EWU Reserve Section	Non-fiction	332.63228 OPT 1998 (Browse shelf(Opens below))	C-1	Not For Loan		5871

Total holds: 0

Series statement from jacket.

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

TOC 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

Sagar Shahanawaz

There are no comments on this title.

to post a comment.