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- catalog contributor b11981821.
- catalog contributor b11981822.
- catalog created "c2000.".
- catalog date "2000".
- catalog date "c2000.".
- catalog dateCopyrighted "c2000.".
- catalog description "1. Arbitrage Pricing Theory: The One-Period Model -- 2. The Binomial Option Pricing Model -- 3. Analysis of the Black-Scholes Formula -- 4. Refinements of the Binomial Model -- 5. American-Style Options, Early Exercise, and Time-Optionality -- 6. Trinomial Model and Finite-Difference Schemes -- 7. Brownian Motion and Ito Calculus -- 8. Introduction to Exotic Options: Digital and Barrier Options -- 9. Ito Processes, Continuous-Time Martingales, and Girsanov's Theorem -- 10. Continuous-Time Finance: An Introduction -- 11. Valuation of Derivative Securities -- 12. Fixed-Income Securities and the Term-Structure of Interest Rates -- 13. The Health-Jarrow-Morton Theorem and Multidimensional Term-Structure Models.".
- catalog description "Includes bibliographical references and index.".
- catalog extent "xii, 322 p. :".
- catalog identifier "1584880317 (alk. paper)".
- catalog issued "2000".
- catalog issued "c2000.".
- catalog language "eng".
- catalog publisher "Boca Raton, Fla. : Chapman & Hall/CRC,".
- catalog subject "332.63/228 21".
- catalog subject "Derivative securities.".
- catalog subject "Exotic options (Finance)".
- catalog subject "HG6024.A3 A93 2000".
- catalog subject "Options (Finance)".
- catalog tableOfContents "1. Arbitrage Pricing Theory: The One-Period Model -- 2. The Binomial Option Pricing Model -- 3. Analysis of the Black-Scholes Formula -- 4. Refinements of the Binomial Model -- 5. American-Style Options, Early Exercise, and Time-Optionality -- 6. Trinomial Model and Finite-Difference Schemes -- 7. Brownian Motion and Ito Calculus -- 8. Introduction to Exotic Options: Digital and Barrier Options -- 9. Ito Processes, Continuous-Time Martingales, and Girsanov's Theorem -- 10. Continuous-Time Finance: An Introduction -- 11. Valuation of Derivative Securities -- 12. Fixed-Income Securities and the Term-Structure of Interest Rates -- 13. The Health-Jarrow-Morton Theorem and Multidimensional Term-Structure Models.".
- catalog title "Quantitative modeling of derivative securities : from theory to practice / Marco Avellaneda in collaboration with Peter Laurence.".
- catalog type "text".