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Equity Derivatives: Theory and Applications

ISBN: 978-0-471-43646-1
Hardcover
240 pages
February 2002
List Price: US $105.00
Government Price: US $53.55
Enter Quantity:   Buy
Equity Derivatives: Theory and Applications (0471436461) cover image
Other Available Formats: E-book

Mathematical Introduction.

Incomplete Markets.

Financial Modeling with Lévy Processes.

Finite Difference Methods for Multifactor Models.

Convertible Bonds and Asset Swaps.

Data Representation.

Application Connectivity.

Web-Based Quantitative Services.

Portfolio and Hedging Simulation.

References.

Index.
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