Musiela, Marek
Martingale Methods in Financial Modelling
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
Nyckelord: Mathematics, Quantitative Finance, Probability Theory and Stochastic Processes, Statistics for Business/Economics/Mathematical Finance/Insurance, Finance /Banking
- Författare
- Musiela, Marek
- Rutkowski, Marek
- Utgivare
- Springer
- Utgivningsår
- 2005
- Språk
- en
- Utgåva
- 2
- Serie
- Stochastic Modelling and Applied Probability
- Sidantal
- 653 sidor
- Kategori
- Naturvetenskaper
- Format
- E-bok
- eISBN (PDF)
- 9783540266532
