Linked e-resources
Details
Table of Contents
pt. 1. Financial markets and financial instruments : basic concepts and strategies
pt. 2. Pricing derivatives and their underlying assets in a discrete-time setting
pt. 3. Option pricing in a continuous-time setting : basic models, extensions and applications
pt. 4. Mathematical foundations of option pricing models in a continuous-time setting : basic concepts and extensions
pt. 5. Extensions of option pricing theory to American options and interest rate instruments in a continuous-time setting : dividends, coupons and stochastic interest rates
pt. 6. Generalization of option pricing models and stochastic volatility
pt. 7. Option pricing models and numerical analysis
pt. 8. Exotic derivatives.
pt. 2. Pricing derivatives and their underlying assets in a discrete-time setting
pt. 3. Option pricing in a continuous-time setting : basic models, extensions and applications
pt. 4. Mathematical foundations of option pricing models in a continuous-time setting : basic concepts and extensions
pt. 5. Extensions of option pricing theory to American options and interest rate instruments in a continuous-time setting : dividends, coupons and stochastic interest rates
pt. 6. Generalization of option pricing models and stochastic volatility
pt. 7. Option pricing models and numerical analysis
pt. 8. Exotic derivatives.