9789812838629 9812838627 9789812838636 e-book
Bibliography, etc. Note
Includes bibliographical references and index.
Formatted Contents Note
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.