Java Methods for Financial Engineering

1. Introduction
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2. Interest Rate Calculations
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3. Bonds
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4. Duration
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5. Futures
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6. Options
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7. Modelling Stock Prices
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8. The Binomial Model
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9. Analytical Option Pricing Methods
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10. Sensitivity Measures (The ‘Greeks’)
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11. Interest Rate Derivatives
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12. Conditional Options
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13. Complex Conditional Options
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14. Barrier Type Options
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15. Double Barrier Options
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16. Digital Options
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17. Special Case Barrier Options
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18. Other Exotics
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Avainsanat: COMPUTERS / Computer Science COM014000