Introduction to Quantitative Methods for Financial Markets - Brossura
Libro 1 di 32: Compact Textbooks in Mathematics
Sinossi
I Interest Rates.- II Financial Products.- III The No-Arbitrage Principle.- IV European and American Options.- The Binomial Option Pricing Model.- VI The Black-Scholes Model.- VII The Black-Scholes Formula.- VIII Stock-Price Models.- IX Interest Rate Models and the Valuation of Interest Rate Derivatives.- X Numerical Tools.- XI Simulation Methods.- XII Calibrating Models - Inverse Problems.- XIII Case Studies: Exotic Derivatives.- XIV Portfolio-Optimization.- XV Introduction to Credit Risk Models.
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