عنوان

An introduction to the mathematics of financial derivatives /

شابک

012384682X (hbk.)

شابک

9780123846822 (hbk.)

شماره

dltt

عنوان اصلي

An introduction to the mathematics of financial derivatives /

نام عام مواد

[Book]

نام نخستين پديدآور

edited by Ali Hirsa, Salih N. Neftci.

وضعيت ويراست

Third edition.

نام خاص و کميت اثر

ix, 444 pages :

ساير جزييات

illustrations ;

ابعاد

24 cm

متن يادداشت

Includes bibliographical references (pages 437-438) and index.

متن يادداشت

Financial derivatives--a brief introduction -- A primer on the arbitrage theorem -- Review of deterministic calculus -- Pricing derivatives : models and notation -- Tools in probability theory -- Martingales and Martingale representations -- Differentiation in stochastic environments -- The Wiener process, Lévy processes, and rare events in financial markets -- Integration in stochastic environments -- Itô's lemma -- The dynamics of derivative prices -- Pricing derivative products : partial differential equations -- PDEs and PIDEs--an application -- Pricing derivative products : equivalent Martingale measures -- Equivalent Martingale measures -- New results and tools for interest-sensitive securities -- Arbitrage theorem in a new setting -- Modeling term structure and related concepts -- Classical and HJM approach to fixed income -- Classical PDE analysis for interest rate derivatives -- Relating conditional expectations to PDEs -- Pricing derivatives via Fourier transform technique -- Credit spread and credit derivatives -- Stopping times and American-type securities -- Overview of calibration and estimation techniques.

بدون عنوان

0

موضوع مستند نشده

Derivative securities-- Mathematics.

شماره

ويراست

مستند نام اشخاص تاييد نشده

Hirsa, Ali

مستند نام اشخاص تاييد نشده

Neftci, Salih N.

تاريخ عمليات

20140509171637.0

قواعد فهرست نويسي ( بخش توصيفي )

rda

نام الکترونيکي

نوع ماده

[Book]

تكميل شده

Y