Mathematical Models of Financial Derivatives
Mathematical Models of Financial Derivatives is a textbook on the theory behind modeling derivatives using the financial engineering approach, focussing on the martingale pricing principles that are common to most derivative securities. A wide range of financial derivatives commonly traded in the eq...
| Main Author: | |
|---|---|
| Corporate Author: | |
| Language: | English |
| Published: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2008.
|
| Edition: | 2nd ed. 2008. |
| Series: | Springer Finance Textbooks
|
| Subjects: | |
| Online Access: | https://doi.org/10.1007/978-3-540-68688-0 |
Table of Contents:
- to Derivative Instruments
- Financial Economics and Stochastic Calculus
- Option Pricing Models: Black–Scholes–Merton Formulation and Martingale Pricing Theory
- Path Dependent Options
- American Options
- Numerical Schemes for Pricing Options
- Interest Rate Models and Bond Pricing
- Interest Rate Derivatives: Bond Options, LIBOR and Swap Products.