Three Essays in the Use of Option Pricing Theory PDF Download
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Author: Jeremy Joseph Evnine
Publisher:
ISBN:
Category : Options (Finance)
Languages : en
Pages : 288
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Book Description
Author: Jeremy Joseph Evnine
Publisher:
ISBN:
Category : Options (Finance)
Languages : en
Pages : 288
Get Book Here
Book Description
Author: Lionel Martellini
Publisher:
ISBN:
Category :
Languages : en
Pages : 390
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Book Description
Author: Clemens Mueller
Publisher:
ISBN:
Category :
Languages : en
Pages : 208
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Book Description
Author:
Publisher: World Bank Publications
ISBN:
Category :
Languages : en
Pages : 41
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Book Description
Author:
Publisher:
ISBN:
Category : Finance
Languages : en
Pages : 498
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Book Description
Author: Anand Mohan Vijh
Publisher:
ISBN:
Category :
Languages : en
Pages : 272
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Book Description
Author: Marcos Rietti Souto
Publisher:
ISBN:
Category : Bank investments
Languages : en
Pages : 234
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Book Description
Author: Svetlozar T. Rachev
Publisher: Springer Science & Business Media
ISBN: 0817681809
Category : Mathematics
Languages : en
Pages : 438
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Book Description
The subject of numerical methods in finance has recently emerged as a new discipline at the intersection of probability theory, finance, and numerical analysis. The methods employed bridge the gap between financial theory and computational practice, and provide solutions for complex problems that are difficult to solve by traditional analytical methods. Although numerical methods in finance have been studied intensively in recent years, many theoretical and practical financial aspects have yet to be explored. This volume presents current research and survey articles focusing on various numerical methods in finance. The book is designed for the academic community and will also serve professional investors.
Author:
Publisher:
ISBN:
Category : Dissertations, Academic
Languages : en
Pages : 734
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Book Description
Author: Jamil Baz
Publisher: Cambridge University Press
ISBN: 9780521815109
Category : Business & Economics
Languages : en
Pages : 358
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Book Description
This book offers a complete, succinct account of the principles of financial derivatives pricing. The first chapter provides readers with an intuitive exposition of basic random calculus. Concepts such as volatility and time, random walks, geometric Brownian motion, and Ito's lemma are discussed heuristically. The second chapter develops generic pricing techniques for assets and derivatives, determining the notion of a stochastic discount factor or pricing kernel, and then uses this concept to price conventional and exotic derivatives. The third chapter applies the pricing concepts to the special case of interest rate markets, namely, bonds and swaps, and discusses factor models and term structure consistent models. The fourth chapter deals with a variety of mathematical topics that underlie derivatives pricing and portfolio allocation decisions such as mean-reverting processes and jump processes and discusses related tools of stochastic calculus such as Kolmogorov equations, martingale techniques, stochastic control, and partial differential equations.
