Andere Kunden interessierten sich auch für
![International, Commercial and Financial Gambling in Options and Futures the Economic Ruin the World]( "International, Commercial and Financial Gambling in Options and Futures the Economic Ruin the World")
International, Commercial and Financial Gambling in Options and Futures the Economic Ruin the World39,99 €![Binomial Models in Finance]( "Binomial Models in Finance")
Binomial Models in Finance132,99 €![Derivative Securities and Difference Methods]( "Derivative Securities and Difference Methods")
Derivative Securities and Difference Methods87,99 €![Dealings in "e;Options"e; and "e;Futures"e;.]( "Dealings in "e;Options"e; and "e;Futures"e;.")
Dealings in "e;Options"e; and "e;Futures"e;.34,99 €![A Course in Derivative Securities]( "A Course in Derivative Securities")
A Course in Derivative Securities44,99 €![Derivative Securities and Difference Methods]( "Derivative Securities and Difference Methods")
Derivative Securities and Difference Methods111,99 €!["e;cotton Futures"e;: The Business of Buying and Selling Cotton From Future Delivery As Conducted On the New York, New Orleans and Liverpool]( ""e;cotton Futures"e;: The Business of Buying and Selling Cotton From Future Delivery As Conducted On the New York, New Orleans and Liverpool")
"e;cotton Futures"e;: The Business of Buying and Selling Cotton From Future Delivery As Conducted On the New York, New Orleans and Liverpool32,99 €
![Dealings in "e;Options"e; and "e;Futures"e;.](https://bilder.buecher.de/produkte/64/64942/64942558m.jpg "Dealings in "e;Options"e; and "e;Futures"e;.")
!["e;cotton Futures"e;: The Business of Buying and Selling Cotton From Future Delivery As Conducted On the New York, New Orleans and Liverpool](https://bilder.buecher.de/produkte/67/67077/67077457m.jpg ""e;cotton Futures"e;: The Business of Buying and Selling Cotton From Future Delivery As Conducted On the New York, New Orleans and Liverpool")
Part of a series which focuses on advances in futures and options research, this title discusses a variety of topics in the field. Contents: Editorial statement. Abstracts. Discrete Parisian and delayed barrier options: a general numerical approach (K.R. Vetzal, P.S. Forsyth). The pricing of double barrier options and their variations (A. Li). Numeraire invariance, change of measure, and pricing by arbitrage in continuous time financial models (P.L. Jorgensen, J. Raaballe). Introducing a twist into finite state Heath-Jarrow-Morton term structure modeling (D. Xu). Wiener chaos and hermite polynomials expansions for pricing and hedging contingent claims (E. Barucci, M. Elvira Mancino). Valuing insurance for defined-benefit pension plans (C.M. Lewis, G.G. Pennacchi). Strategic decisions in ocean shipping with contingent claims (F. de O. Goncalves). Optimal conversion terms for a subordinated zero-coupon convertible bond (S.S.A. Low, J. Muthuswamy and E. Terry). The economic significance of the forecast bias of S&P 100 index option implied volatility (J. Fleming). Futures hedging and stochastic volatility (Da-Hsiang Donald Lien).