Peter James

Options Theory

• Broschiertes Buch

Produktbeschreibung

A unified development of the subject, presenting the theory of options in each of the different forms and stressing the equivalence between each of the methodologies.
_ Demystifies some of the more complex topics.
_ Derives practical, tangible results using the theory, to help practitioners in problem solving.
_ Applies the results obtained to the analysis and pricing of options in the equity, currency, commodity and interest rate markets.
_ Gives the reader the analytical tools and technical jargon to understand the current technical literature available.
_ Provides a user-friendly reference on option theory for practicing investors and traders.

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Produktdetails

• Verlag: Wiley & Sons
• 1. Auflage
• Seitenzahl: 562
• Erscheinungstermin: 17. Januar 2003
• Englisch
• Abmessung: 240mm x 161mm x 25mm
• Gewicht: 810g
• ISBN-13: 9780471492894
• ISBN-10: 0471492892
• Artikelnr.: 10947757

Autorenporträt

Peter James and Peter G. van der Veen. Assistant editor Robert M. Porter

Inhaltsangabe

Preface.
PART I: ELEMENTS OF OPTION THEORY.
Fundamentals.
Option Basics.
Stock Price Distribution.
Principles of Option Pricing.
The Black Scholes Model.
American Options.
PART II: NUMERICAL METHODS.
The Binomial Model.
Numerical Solutions of the Black Scholes Equation.
Variable Volatility.
Monte Carlo.
PART III: APPLICATIONS: EXOTIC OPTIONS.
Simple Exotics.
Two Asset Options.
Currency Translated Options.
Options on One Asset at Two Points in Time.
Barriers: Simple European Options.
Barriers: Advanced Options.
Asian Options.
Passport Options.
PART IV: STOCHASTIC THEORY.
Arbitrage.
Discrete Time Models.
Brownian Motion.
Transition to Continuous Time.
Stochastic Calculus.
Equivalent Measures.
Axiomatic Option Theory.
Mathematical Appendix.
Bibliography and References.
Index.