Essays In Option Pricing And Interest Rate Models
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Essays on Derivatives Pricing Theory
| Author | : Ronald C. Heynen |
| Publisher | : |
| Total Pages | : 228 |
| Release | : 1995 |
| Genre | : Business & Economics |
| ISBN | : |
Nonlinear Economic Dynamics and Financial Modelling
| Author | : Roberto Dieci |
| Publisher | : Springer |
| Total Pages | : 384 |
| Release | : 2014-07-26 |
| Genre | : Business & Economics |
| ISBN | : 3319074709 |
This book reflects the state of the art on nonlinear economic dynamics, financial market modelling and quantitative finance. It contains eighteen papers with topics ranging from disequilibrium macroeconomics, monetary dynamics, monopoly, financial market and limit order market models with boundedly rational heterogeneous agents to estimation, time series modelling and empirical analysis and from risk management of interest-rate products, futures price volatility and American option pricing with stochastic volatility to evaluation of risk and derivatives of electricity market. The book illustrates some of the most recent research tools in these areas and will be of interest to economists working in economic dynamics and financial market modelling, to mathematicians who are interested in applying complexity theory to economics and finance and to market practitioners and researchers in quantitative finance interested in limit order, futures and electricity market modelling, derivative pricing and risk management.
Option Pricing, Interest Rates and Risk Management
| Author | : Elyès Jouini |
| Publisher | : Cambridge University Press |
| Total Pages | : 324 |
| Release | : 2001 |
| Genre | : Derivative securities |
| ISBN | : 9780521792370 |
This 2001 handbook surveys the state of practice, method and understanding in the field of mathematical finance. Every chapter has been written by leading researchers and each starts by briefly surveying the existing results for a given topic, then discusses more recent results and, finally, points out open problems with an indication of what needs to be done in order to solve them. The primary audiences for the book are doctoral students, researchers and practitioners who already have some basic knowledge of mathematical finance. In sum, this is a comprehensive reference work for mathematical finance and will be indispensable to readers who need to find a quick introduction or reference to a specific topic, leading all the way to cutting edge material.
Three Essays in the Use of Option Pricing Theory
| Author | : Jeremy Joseph Evnine |
| Publisher | : |
| Total Pages | : 288 |
| Release | : 1983 |
| Genre | : Options (Finance) |
| ISBN | : |
Essays on Option Pricing and Trading
| Author | : Mikael Vikström |
| Publisher | : |
| Total Pages | : 134 |
| Release | : 2001 |
| Genre | : Approximation theory |
| ISBN | : 9789515556967 |
Interest-Rate Option Models
| Author | : Riccardo Rebonato |
| Publisher | : |
| Total Pages | : 408 |
| Release | : 1996-09-12 |
| Genre | : Business & Economics |
| ISBN | : |
An accessible, first-rate overview of interest rate dependent options for traders and institutional investors Until now market professionals seeking to exploit the profit potential of interest rate dependent options were forced to hunt through esoteric journals for a crumb or two of practical knowledge about their use. This accessible book narrows the information gap. Written in easy-to-follow, non-technical language, it logically reviews all the most commonly used interest rate option models, showing how each one can be applied and implemented for specific market applications. DR. RICARDO REBONATO (London, England) is head of Research, Debt Capital Markets at Barclays de Zoete Wedd Ltd.
Advances in Finance and Stochastics
| Author | : Klaus Sandmann |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 325 |
| Release | : 2013-04-18 |
| Genre | : Business & Economics |
| ISBN | : 366204790X |
In many areas of finance and stochastics, significant advances have been made since this field of research was opened by Black, Scholes and Merton in 1973. This volume contains a collection of original articles by a number of highly distinguished authors, on research topics that are currently in the focus of interest of both academics and practitioners.
