Analytical and numerical methods for pricing financial derivatives
Daniel Sevcovic, Beáta Stehlíková and Karol Mikula
| Year of publication: |
c 2011
|
|---|---|
| Authors: | Sevcovic, Daniel ; Stehlíková, Beáta ; Mikula, Karol |
| Publisher: |
New York, NY : Nova Science Publ. |
| Subject: | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Zinsstruktur | Yield curve | Theorie | Theory |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | XV, 309 S. Ill., graph. Darst. 27 cm |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Formerly CIP Uk. - Includes bibliographical references and index The role of protecting financial portfolios -- Black-Scholes and Merton model -- European style of options -- Analysis of dependence of option prices on model parameters -- Option pricing under transaction costs -- Modeling and pricing exotic financial derivatives -- Short interest rate modeling -- Pricing of interest rate derivatives -- American types of derivative securities -- Numerical methods for pricing of simple derivatives -- Nonlinear extensions of the Black-Scholes pricing model -- Transformation methods for pricing American options -- Calibration of interest rate and term structure models -- Advanced topics in the term structure modeling. |
| ISBN: | 978-1-61728-780-0 ; 1-61728-780-6 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009513017