When pricing options in fast-action markets, experience and intuition are not enough - financial professionals need precise facts and tested information that has been proven time and again. This reference contains listing of various option pricing formula, presented in a dictionary format.
When pricing options in fast-action markets, experience and intuition are not enough - financial professionals need precise facts and tested information that has been proven time and again. This reference contains listing of various option pricing formula, presented in a dictionary format.
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Inhaltsangabe
1: Black-Scholes-Merton 2: Black-Scholes-Merton Greeks 3: Analytical Formulas for American Options 4: Exotic Options Single Asset 5: Exotic Option on Two Assets 6: Black-Scholes- mertoMertonstments and Alternatives 7: Trees and Finite Difference methods 8: Monte Carlo Simulation 9: Options on Stock That Pay Discrete Dividends 10: Commodity and Energy Options 11: Interest Rate Derivatives 12: Volatility and Correlation 13: Distributions 14: Some Useful Formulas
1: Black-Scholes-Merton 2: Black-Scholes-Merton Greeks 3: Analytical Formulas for American Options 4: Exotic Options Single Asset 5: Exotic Option on Two Assets 6: Black-Scholes- mertoMertonstments and Alternatives 7: Trees and Finite Difference methods 8: Monte Carlo Simulation 9: Options on Stock That Pay Discrete Dividends 10: Commodity and Energy Options 11: Interest Rate Derivatives 12: Volatility and Correlation 13: Distributions 14: Some Useful Formulas
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