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

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

Label
Options, futures, and exotic derivatives : theory, application and practice
Title
Options, futures, and exotic derivatives
Title remainder
theory, application and practice
Statement of responsibility
E. Briys ... [et al.]
Contributor
Subject
Language
eng
Dewey number
332.63/228
Illustrations
illustrations
Index
index present
LC call number
HG6024.A3
LC item number
O653 1998
Literary form
non fiction
Nature of contents
bibliography
Series statement
Wiley frontiers in finance
Label
Options, futures, and exotic derivatives : theory, application and practice, E. Briys ... [et al.]
Publication
Note
Series statement from jacket
Bibliography note
Includes bibliographical references (p. [425]-440) and index
http://library.link/vocab/branchCode
  • zbnus
  • mel
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 -- Ch. 13. Numerical Methods for American Option Pricing -- Ch. 14. Exchange, Forward Start and Chooser Options -- Ch. 15. Rainbow Options -- Ch. 16. Extendible Options -- Ch. 17. Foreign Currency Options and Hybrid Securities
  • Ch. 18. Binaries and Barriers -- Ch. 19. Lookback Options -- Ch. 20. Asian and Flexible Asian Options
Control code
000013521523
Dimensions
25 cm
Extent
xxi, 449 p.
Isbn
9780471969082
Isbn Type
(pbk. : alk. paper)
Lccn
97044712 //r98
Other physical details
ill.
http://library.link/vocab/recordID
.b18423875
System control number
  • 33217007141790
  • (OCoLC)37820139

Library Locations

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      -37.846510 145.115099
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      75 Pigdons Road, Waurn Ponds, Victoria, 3216, AU
      -38.195656 144.304955
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