An edition of Analytical and numerical methods for pricing financial derivatives
(2010)
Analytical and numerical methods for pricing financial derivatives
by Daniel Sevcovic
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Publish Date
2010
Publisher
Nova Science Publisher's,
Nova Science Publishers
Language
English
Pages
309
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Previews available in: English
| Edition | Availability |
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1
Analytical and numerical methods for pricing financial derivatives
2010, Nova Science Publisher's, Nova Science Publishers
in English
1617287806 9781617287800
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Book Details
Table of Contents
The role of protecting financial portfolios
Black-Scholes and Merton model
European style of options
Analysis of dependence of option prices on model parameters
Option pricing under transaction costs
Modeling and pricing exotic financial derivatives
Short interest rate modeling
Pricing of interest rate derivatives
American types of derivative securities
Numerical methods for pricing of simple derivatives
Nonlinear extensions of the Black-Scholes pricing model
Transformation methods for pricing American options
Calibration of interest rate and term structure models
Advanced topics in the term structure modeling.
Edition Notes
Includes index.
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| April 5, 2023 | Edited by ImportBot | import existing book |
| August 21, 2020 | Edited by ImportBot | import existing book |
| November 16, 2010 | Created by ImportBot | initial import |