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Musiela, Marek

Martingale Methods in Financial Modelling

Musiela, Marek - Martingale Methods in Financial Modelling, ebook

82,45€

Ebook, PDF with Adobe DRM
ISBN: 9783540266532
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Table of contents

Part I. Spot and Futures Markets

1. An Introduction to Financial Derivatives

2. Discrete-time Security Markets

3. Benchmark Models in Continuous Time

4. Foreign Market Derivatives

5. American Options

6. Exotic Options

7. Volatility Risk

8. Continuous-time Security Markets

Part II. Fixed-income Markets

9. Interest Rates and Related Contracts

10. Short-Term Rate Models

11. Models of Instantaneous Forward Rates

12. Market LIBOR Models

13. Alternative Market Models

14. Cross-currency Derivatives

Keywords: Mathematics, Quantitative Finance, Probability Theory and Stochastic Processes, Statistics for Business/Economics/Mathematical Finance/Insurance, Finance /Banking

Author(s)
 
Publisher
Springer
Publication year
2005
Language
en
Edition
2
Series
Stochastic Modelling and Applied Probability
Page amount
653 pages
Category
Natural Sciences
Format
Ebook
eISBN (PDF)
9783540266532

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