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1.

図書
図書
1. Quantitative modeling of derivative securities : from theory to practice
Marco Avellaneda ; in collaboration with Peter Laurence
出版情報: Boca Raton : Chapman & Hall/CRC, c2000  xii, 322 p. ; 26 cm
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Arbitrage Pricing Theory: The One-Period Model
Binomial Option Pricing Model
Analysis of the Black-Scholes Formula
Refinements of the Binomial Model
American-Style Options and Time-Optionality
Trinomial Trees and Finite-Difference Schemes
Brownian Motion and Ito Calculus
An Introduction to Exotic Options
Ito Processes, Continuous-Time Martingales, and Girsanov's Theorem
Continuous-Time Finance: An Introduction
Valuation of Derivative Securities
Fixed-Income Securities and
Arbitrage Pricing Theory: The One-Period Model
Binomial Option Pricing Model
Analysis of the Black-Scholes Formula
2.

図書
図書
2. Options, futures and exotic derivatives : theory, application and practice (: cased ; : pbk)
E. Briys ... [et al.]
出版情報: Chichester ; New York : Wiley, c1998  xxi, 449 p. ; 25 cm
シリーズ名: Wiley frontiers in finance
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Securities Markets, Financial Innovation and the Trading Activity
The Dynamics of Assets and Derivative Assets Prices
Applications to Asset and Derivative Asset Pricing in Complete Markets
Analytical European Models in Derivative Asset Pricing Theories and Their Applications
Application of European Analytical Models to the Valuation of American Options With and Without Dividends and Their Applications
Generalisation of Analytical Option Pricing Models to Stochastic Interest Rates and Their Applications
Applications and Generalisation of Analytical Models to Stochastic Volatilities and Interest Rates
The Lattice Approach and the Binomial Model
Numerical Methods and the Pricing of American Options
Securities Markets, Financial Innovation and the Trading Activity
The Dynamics of Assets and Derivative Assets Prices
Applications to Asset and Derivative Asset Pricing in Complete Markets
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