Options, Futures and Exotic Derivatives: Theory, Application and PracticeISBN: 978-0-471-96908-2
Paperback
472 pages
May 1998
 This is a Print-on-Demand title. It will be printed specifically to fill your order. Please allow an additional 10-15 days delivery time. The book is not returnable.
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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.
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.
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