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- catalog contributor b10977114.
- catalog contributor b10977115.
- catalog created "c1998.".
- catalog date "1998".
- catalog date "c1998.".
- catalog dateCopyrighted "c1998.".
- catalog description "FInancial markets, innovation and trading activity -- The dynamics of asset prices: analysis and applications -- Applications to asset and derivative asset pricing in complete markets -- Asset pricing in complete markets: changing numeraire and time -- Analytical European option pricing models -- Monitoring and management of option positions -- Extension to American options: dividends and early exercise -- Generalization to stochastic interest rates -- Pricing corporate bonds -- Pricing insurance linked bonds -- Further generalization to jump processes, stochastic volatilities and information costs -- The lattice approach and the binomial model -- Numerical methods for American option pricing -- Exchange, forward start and chooser options -- Rainbow options -- Extendible options -- Foreign currency options and hybrid securities -- Binaries and barriers -- Lookback options -- Asian and flexible Asian options.".
- catalog description "Includes bibliographical references (p. [425]-440) and index.".
- catalog extent "xxi, 449 p. :".
- catalog identifier "0471969087 (pbk. : alk. paper)".
- catalog identifier "0471969095 (cloth : alk. paper)".
- catalog isPartOf "[Wiley frontiers in finance]".
- catalog issued "1998".
- catalog issued "c1998.".
- catalog language "eng".
- catalog publisher "Chichester ; New York : Wiley,".
- catalog subject "332.63/228 21".
- catalog subject "Derivative securities.".
- catalog subject "Futures.".
- catalog subject "HG6024.A3 O653 1998".
- catalog subject "Options (Finance)".
- catalog tableOfContents "FInancial markets, innovation and trading activity -- The dynamics of asset prices: analysis and applications -- Applications to asset and derivative asset pricing in complete markets -- Asset pricing in complete markets: changing numeraire and time -- Analytical European option pricing models -- Monitoring and management of option positions -- Extension to American options: dividends and early exercise -- Generalization to stochastic interest rates -- Pricing corporate bonds -- Pricing insurance linked bonds -- Further generalization to jump processes, stochastic volatilities and information costs -- The lattice approach and the binomial model -- Numerical methods for American option pricing -- Exchange, forward start and chooser options -- Rainbow options -- Extendible options -- Foreign currency options and hybrid securities -- Binaries and barriers -- Lookback options -- Asian and flexible Asian options.".
- catalog title "Options, futures, and exotic derivatives : theory, application and practice / E. Briys ... [et al.].".
- catalog type "text".