Analytical finance : the mathematics of interest rate derivatives, markets and valuation.: the mathematics of interest rate derivatives, markets and valuation. Volume II (2017)

• Record Type: Book
• Further Information: Note: Jan R.M. Roman.
• Authors: Röman, Jan R. M
• Contents: Pricing via Arbitrage TheCentral Limit Theorem The Binomial model More on Binomial models Finite difference methods Value-at-Risk - VaR Introduction to probability theory Stochastic integration Partial parabolic differential equations and Feynman-Kač The Black-Scholes-Merton model American versus European options Analytical pricing formulas for American options Poisson processes and jump diffusion Diffusion models in general Hedging Exotic Options Volatility Something about weather derivatives APractical guide to pricing Pricing using deflators Securities with dividends Some Fixed-Income securities and Black-Scholes.
• Publisher Details: Basingstoke, Hampshire : Palgrave Macmillan
• Publication Date: 2017
• Extent: 1 online resource, illustrations (black and white)
• Subjects: 332.632042; Investments -- Valuation -- Mathematical models; Investments -- Valuation -- Mathematics
• Languages: English
• ISBNs: 9783319525846
• Related ISBNs: 9783319525839
• Notes: Note: Includes bibliographical references.; Note: Description based on CIP data; resource not viewed.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.