Derivative Security Pricing: Techniques, Methods and Applications

by Christina Sklibosios Nikitopoulos, Carl Chiarella, Xuezhong He, et al.

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Part I The Fundamentals of Derivative Security Pricing.- 1 The Stock Option Problem.- 2 Stochastic Processes for Asset Price Modelling.- 3 An Initial Attempt at Pricing an Option.- 4 The Stochastic Differential Equation.- 5 Manipulating Stochastic Differential Equations and Stochastic Integrals.- 6 Ito's Lemma and Its Application.- 7 The Continuous Hedging Argument.- 8 Martingale Interpretation of No-Riskless Arbitrage.- 9 The Partial Differential...

Format:Paperback

Language:English

ISBN:3662516314

ISBN13:9783662516317

Release Date:October 2016

Publisher:Springer

Length:616 Pages

Weight:1.93 lbs.

Dimensions:1.3" x 6.1" x 9.2"

Related Subjects

Business Business & Investing Math Mathematics Science & Math

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Derivative Security Pricing: Techniques, Methods and Applications

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