Eric C. Briys, Huu Minh Mai, Briys

Options, Futures and Exotic Derivatives

Herausgeber: Briys, Eric C.

• Broschiertes Buch

Produktbeschreibung

One of the most innovative and rapidly developing areas of international capital markets is the world of over-the-counter and tailor-made exotic derivative assets. The active use of derivative and exotic options is revolutionizing the world of investment and risk management. This book provides a detailed and in-depth approach to this subject, including everything from the mathematical tools which are required to discussions of the very latest in exotic options.

Produktdetails

• Verlag: Wiley & Sons
• Seitenzahl: 472
• Erscheinungstermin: 21. April 1998
• Englisch
• Abmessung: 244mm x 170mm x 25mm
• Gewicht: 788g
• ISBN-13: 9780471969082
• ISBN-10: 0471969087
• Artikelnr.: 09396296

Inhaltsangabe

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.