Dynamic Modeling and Econometrics in Economics and Finance - Derivative Security Pricing
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Published By Springer Berlin Heidelberg

9783662459058, 9783662459065
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Volatility Smiles

2015 ◽  
pp. 389-401
Author(s):  
Carl Chiarella ◽  
Xue-Zhong He ◽  
Christina Sklibosios Nikitopoulos

Pricing the American Feature

2015 ◽  
pp. 349-369
Author(s):  
Carl Chiarella ◽  
Xue-Zhong He ◽  
Christina Sklibosios Nikitopoulos

The LIBOR Market Model

2015 ◽  
pp. 569-604
Author(s):  
Carl Chiarella ◽  
Xue-Zhong He ◽  
Christina Sklibosios Nikitopoulos
Keyword(s):  
Market Model ◽  
Libor Market Model

Interest Rate Derivatives: One Factor Spot Rate Models

2015 ◽  
pp. 469-504
Author(s):  
Carl Chiarella ◽  
Xue-Zhong He ◽  
Christina Sklibosios Nikitopoulos
Keyword(s):  
Interest Rate ◽  
Spot Rate ◽  
Interest Rate Derivatives

Pricing Options Using Binomial Trees

2015 ◽  
pp. 371-387
Author(s):  
Carl Chiarella ◽  
Xue-Zhong He ◽  
Christina Sklibosios Nikitopoulos
Keyword(s):  
Pricing Options ◽  
Binomial Trees

Applying the General Pricing Framework

2015 ◽  
pp. 235-249
Author(s):  
Carl Chiarella ◽  
Xue-Zhong He ◽  
Christina Sklibosios Nikitopoulos
Keyword(s):  
Pricing Framework

The Stock Option Problem

2015 ◽  
pp. 3-6
Author(s):  
Carl Chiarella ◽  
Xue-Zhong He ◽  
Christina Sklibosios Nikitopoulos
Keyword(s):  
Stock Option

Jump-Diffusion Processes

2015 ◽  
pp. 251-271
Author(s):  
Carl Chiarella ◽  
Xue-Zhong He ◽  
Christina Sklibosios Nikitopoulos
Keyword(s):  
Diffusion Processes ◽  
Jump Diffusion ◽  
Jump Diffusion Processes
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