Extent: | XV, 309 S. Ill., graph. Darst. 27 cm |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Formerly CIP Uk. - Includes bibliographical references and index The role of protecting financial portfolios -- Black-Scholes and Merton model -- European style of options -- Analysis of dependence of option prices on model parameters -- Option pricing under transaction costs -- Modeling and pricing exotic financial derivatives -- Short interest rate modeling -- Pricing of interest rate derivatives -- American types of derivative securities -- Numerical methods for pricing of simple derivatives -- Nonlinear extensions of the Black-Scholes pricing model -- Transformation methods for pricing American options -- Calibration of interest rate and term structure models -- Advanced topics in the term structure modeling. |
ISBN: | 978-1-61728-780-0 ; 1-61728-780-6 |
Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009513017