|
|
Sold Out
Book Categories |
| Preface | ||
| Pt. 1 | Elements of Option Theory | 1 |
| 1 | Fundamentals | 3 |
| 2 | Option Basics | 15 |
| 3 | Stock Price Distribution | 29 |
| 4 | Principles of Option Pricing | 35 |
| 5 | The Black Scholes Model | 51 |
| 6 | American Options | 63 |
| Pt. 2 | Numerical Methods | 73 |
| 7 | The Binomial Model | 75 |
| 8 | Numerical Solutions of the Black Scholes Equation | 87 |
| 9 | Variable Volatility | 105 |
| 10 | Monte Carlo | 125 |
| Pt. 3 | Applications: Exotic Options | 143 |
| 11 | Simple Exotics | 145 |
| 12 | Two Asset Options | 153 |
| 13 | Currency Translated Options | 163 |
| 14 | Options on One Asset at Two Points in Time | 169 |
| 15 | Barriers: Simple European Options | 177 |
| 16 | Barriers: Advanced Options | 189 |
| 17 | Asian Options | 201 |
| 18 | Passport Options | 217 |
| Pt. 4 | Stochastic Theory | 225 |
| 19 | Arbitrage | 227 |
| 20 | Discrete Time Models | 233 |
| 21 | Brownian Motion | 243 |
| 22 | Transition to Continuous Time | 249 |
| 23 | Stochastic Calculus | 259 |
| 24 | Equivalent Measures | 275 |
| 25 | Axiomatic Option Theory | 283 |
| Mathematical Appendix | 299 | |
| Bibliography and References | 361 | |
| Index | 367 |
| Price | Condition | Delivery | Seller | Action |
| $103.56 | Digital |
| WonderClub |
Todd Eskes
reviewed Option Theory on August 22, 2011
Option Theory
Pretty info dense look at commodities - some well presented numerically worked examples.
Login|Complaints|Blog|Games|Digital Media|Souls|Obituary|Contact Us|FAQ
CAN'T FIND WHAT YOU'RE LOOKING FOR? CLICK HERE!!! X
You must be logged in to add to WishlistX
This item is in your Wish List
X
This item is in your Collection
Option Theory
X
This Item is in Your Inventory
Option Theory
X
You must be logged in to review the productsX
X
X
Add Option Theory, A unified development of the subject, presenting the theory of options in each of the different forms and stressing the equivalence between each of the methodologies. * Demystifies some of the more complex topics. * Derives practical, tangible res, Option Theory to the inventory that you are selling on WonderClubX
X
Add Option Theory, A unified development of the subject, presenting the theory of options in each of the different forms and stressing the equivalence between each of the methodologies. * Demystifies some of the more complex topics. * Derives practical, tangible res, Option Theory to your collection on WonderClub |
