Barker, Philip
Java Methods for Financial Engineering
1. Introduction
Philip Barker
2. Interest Rate Calculations
Philip Barker
3. Bonds
Philip Barker
4. Duration
Philip Barker
5. Futures
Philip Barker
6. Options
Philip Barker
7. Modelling Stock Prices
Philip Barker
8. The Binomial Model
Philip Barker
9. Analytical Option Pricing Methods
Philip Barker
10. Sensitivity Measures (The ‘Greeks’)
Philip Barker
11. Interest Rate Derivatives
Philip Barker
12. Conditional Options
Philip Barker
13. Complex Conditional Options
Philip Barker
14. Barrier Type Options
Philip Barker
15. Double Barrier Options
Philip Barker
16. Digital Options
Philip Barker
17. Special Case Barrier Options
Philip Barker
18. Other Exotics
Philip Barker
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Keywords: COMPUTERS / Computer Science COM014000
- Author(s)
- Barker, Philip
- Publisher
- Springer
- Publication year
- 2007
- Language
- en
- Edition
- 1
- Category
- Information Technology, Telecommunications
- Format
- Ebook
- eISBN (PDF)
- 9781846287411