.

0 (hodnocen0 x )

EB

ONLINE

Hackensack, N.J. : World Scientific, 2010

1 online resource (xlv, 949 p.) : ill. (some col.)

ISBN 9789812838636 (electronic bk.)

ISBN 9789812838629

ISBN 9812838627

Includes bibliographical references and index

pt. 1. Financial markets and financial instruments : basic concepts and strategies -- pt. 2. Pricing derivatives and their underlying assets in a discrete-time setting -- pt. 3. Option pricing in a continuous-time setting : basic models, extensions and applications -- pt. 4. Mathematical foundations of option pricing models in a continuous-time setting : basic concepts and extensions -- pt. 5. Extensions of option pricing theory to American options and interest rate instruments in a continuous-time setting : dividends, coupons and stochastic interest rates -- pt. 6. Generalization of option pricing models and stochastic volatility -- pt. 7. Option pricing models and numerical analysis -- pt. 8. Exotic derivatives.

Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries

001775441

full

(Au-PeEL)EBL1681545

(CaONFJC)MIL275763

(CaPaEBR)ebr10421995

(MiAaPQ)EBC1681545

(OCoLC)729020017