Options, futures and exotic derivatives : theory, application and practice | 東京工業大学附属図書館蔵書検索

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

資料種別:: 図書
出版情報:: Chichester ; New York : Wiley, c1998
形態:: xxi, 449 p. ; 25 cm
シリーズ名:: Wiley frontiers in finance <BA23608942>
著者名:: Briys, Éric <DA07965071>
ISBN:: 9780471969099 [0471969095] (: cased)
9780471969082 [0471969087] (: pbk)
書誌ID:: BA36296842

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注記:

"University edition"--Cover
Bibliography: p. [425]-440
Includes index

主題:

Derivative securities; Futures; Options (Finance)

言語:

英語

目次情報:

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

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

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