Springer Finance - Mathematical Models of Financial Derivatives
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Published By Springer Berlin Heidelberg

9783540422884, 9783540686880

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Numerical Schemes for Pricing Options

Springer Finance - Mathematical Models of Financial Derivatives ◽

10.1007/978-3-540-68688-0_6 ◽

2008 ◽

pp. 313-379

Keyword(s):

Numerical Schemes ◽

Pricing Options

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American Options

Springer Finance - Mathematical Models of Financial Derivatives ◽

10.1007/978-3-540-68688-0_5 ◽

2008 ◽

pp. 251-311

Keyword(s):

American Options

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Interest Rate Models and Bond Pricing

Springer Finance - Mathematical Models of Financial Derivatives ◽

10.1007/978-3-540-68688-0_7 ◽

2008 ◽

pp. 381-440

Keyword(s):

Interest Rate ◽

Bond Pricing ◽

Interest Rate Models

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Introduction to Derivative Instruments

Springer Finance - Mathematical Models of Financial Derivatives ◽

10.1007/978-3-540-68688-0_1 ◽

2008 ◽

pp. 1-34

Keyword(s):

Derivative Instruments

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Interest Rate Derivatives: Bond Options, LIBOR and Swap Products

Springer Finance - Mathematical Models of Financial Derivatives ◽

10.1007/978-3-540-68688-0_8 ◽

2008 ◽

pp. 441-505

Keyword(s):

Interest Rate ◽

Interest Rate Derivatives ◽

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Financial Economics and Stochastic Calculus

Springer Finance - Mathematical Models of Financial Derivatives ◽

10.1007/978-3-540-68688-0_2 ◽

2008 ◽

pp. 35-98

Keyword(s):

Financial Economics ◽

Stochastic Calculus

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Option Pricing Models: Black–Scholes–Merton Formulation and Martingale Pricing Theory

Springer Finance - Mathematical Models of Financial Derivatives ◽

10.1007/978-3-540-68688-0_3 ◽

2008 ◽

pp. 99-180

Keyword(s):

Option Pricing ◽

Pricing Models ◽

Black Scholes ◽

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Path Dependent Options

Springer Finance - Mathematical Models of Financial Derivatives ◽

10.1007/978-3-540-68688-0_4 ◽

2008 ◽

pp. 181-249

Keyword(s):

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