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Book Categories |
| List of illustrations | ||
| Preface | ||
| 1 | Options | 1 |
| 2 | Option valuation preliminaries | 11 |
| 3 | Random variables | 21 |
| 4 | Computer simulation | 33 |
| 5 | Asset price movement | 45 |
| 6 | Asset price model : part I | 53 |
| 7 | Asset price model : part II | 63 |
| 8 | Black-Scholes PDE and formulas | 73 |
| 9 | More on hedging | 87 |
| 10 | The Greeks | 99 |
| 11 | More on the Black-Scholes formulas | 105 |
| 12 | Risk neutrality | 115 |
| 13 | Solving a nonlinear equation | 123 |
| 14 | Implied volatility | 131 |
| 15 | Monte Carlo method | 141 |
| 16 | Binomial method | 151 |
| 17 | Cash-or-nothing options | 163 |
| 18 | American options | 173 |
| 19 | Exotic options | 187 |
| 20 | Historical volatility | 203 |
| 21 | Monte Carlo part II : variance reduction by antithetic variaties | 215 |
| 22 | Monte Carlo part III : variance reduction by control variates | 229 |
| 23 | Finite difference methods | 237 |
| 24 | Finite difference methods for the Black-Scholes PDE | 257 |
| References | 267 | |
| Index | 271 |
| Price | Condition | Delivery | Seller | Action |
| $99.99 | Digital |
| WonderClub |
Keith Halfyard
reviewed An Introduction to Financial Option Valuation: Mathematics, Stochastics and Computation on August 08, 2015 An Introduction to Financial Option Valuation: Mathematics, Stochastics and Computation
You know its a rehash of capra's turning point. not impressed.
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Add An Introduction to Financial Option Valuation: Mathematics, Stochastics and Computation, This book is intended for use in a rigorous introductory PhD level course in econometrics, or in a field course in econometric theory. It covers the measure-theoretical foundation of probability theory, the multivariate normal distribution with its applic, An Introduction to Financial Option Valuation: Mathematics, Stochastics and Computation to the inventory that you are selling on WonderClubX
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Add An Introduction to Financial Option Valuation: Mathematics, Stochastics and Computation, This book is intended for use in a rigorous introductory PhD level course in econometrics, or in a field course in econometric theory. It covers the measure-theoretical foundation of probability theory, the multivariate normal distribution with its applic, An Introduction to Financial Option Valuation: Mathematics, Stochastics and Computation to your collection on WonderClub |