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· 제목 : Pricing Derivative Securities (Hardcover, CD-ROM) (An Interactive, Dynamic Enviroment With Maple V and Matlab)
· 분류 : 외국도서 > 경제경영 > 금융/재정 > 일반
· ISBN : 9780125649155
· 쪽수 : 756쪽
· 출판일 : 2000-09-14
· 분류 : 외국도서 > 경제경영 > 금융/재정 > 일반
· ISBN : 9780125649155
· 쪽수 : 756쪽
· 출판일 : 2000-09-14
목차
Theory of Arbitrage
Arbitrage Pricing
Pricing by Arbitrage
Fundamentals of Options
Risk-Neutral Probability and the SDF
Valuation of European Options
Sensitivity Measures
Hedging with the Greeks
The Term Structure and Its Estimation
Forwards, Eurodollars, and Futures
Swaps: A Second Look
American Options
Binomial Models I
Binomial Models II
The Black-Scholes Formula
Other Types of Options
The End or the Beginning?
Index
