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Pricing Derivative Securities Book

Pricing Derivative Securities
Pricing Derivative Securities, , Pricing Derivative Securities has a rating of 3 stars
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  • Pricing Derivative Securities
  • Written by author T. Wake Epps
  • Published by World Scientific Publishing Company, Incorporated, January 2000
Buy Digital  USD$99.99

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Book Categories

Authors

Preface
IPreliminaries
1Introduction and Overview1
2Mathematical Preparation21
3Tools for Continuous-Time Models93
IIPricing Theory
4Dynamics-Free Pricing141
5Pricing Under Bernoulli Dynamics177
6Black-Scholes Dynamics257
7American Options and 'Exotics'299
8Models with Uncertain Volatility377
9Discontinuous Processes411
10Interest-Rate Dynamics455
IIIComputational Methods
11Simulation483
12Solving P.D.E.s Numerically513
13Programs533
Bibliography661
Index676


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