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Table of Contents
Financial models
Jump models
Options
Binomial trees
Trinomial trees
Finite difference methods
Kalman filter
Futures and forwards
Non-linear and non-Gaussian Kalman filter
Short term deviation/long term equilibrium model
Futures and forwards options
Fourier transform
Fundamentals of characteristic functions
Application of characteristic functions
Levy processes
Fourier based option analysis
Fundamentals of stochastic finance
Affine jump-diffusion processes.
Jump models
Options
Binomial trees
Trinomial trees
Finite difference methods
Kalman filter
Futures and forwards
Non-linear and non-Gaussian Kalman filter
Short term deviation/long term equilibrium model
Futures and forwards options
Fourier transform
Fundamentals of characteristic functions
Application of characteristic functions
Levy processes
Fourier based option analysis
Fundamentals of stochastic finance
Affine jump-diffusion processes.