| Description |
xv, 371 pages ; 25 cm |
| Series |
Wiley finance series |
|
Wiley finance series.
|
| Contents |
Pt. 1. Elements of Option Theory. 1. Fundamentals. 2. Option Basics. 3. Stock Price Distribution. 4. Principles of Option Pricing. 5. The Black Scholes Model. 6. American Options -- Pt. 2. Numerical Methods. 7. The Binomial Model. 8. Numerical Solutions of the Black Scholes Equation. 9. Variable Volatility. 10. Monte Carlo -- Pt. 3. Applications: Exotic Options. 11. Simple Exotics. 12. Two Asset Options. 13. Currency Translated Options. 14. Options on One Asset at Two Points in Time. 15. Barriers: Simple European Options. 16. Barriers: Advanced Options. 17. Asian Options. 18. Passport Options -- Pt. 4. Stochastic Theory. 19. Arbitrage. 20. Discrete Time Models. 21. Brownian Motion. 22. Transition to Continuous Time. 23. Stochastic Calculus. 24. Equivalent Measures. 25. Axiomatic Option Theory |
| Bibliography |
Includes bibliographical references and index |
| Subject |
Options (Finance)
|
| LC no. |
2002191096 |
| ISBN |
0471492892 : |
|
