Options (Finance) - Mathematical models.
Overview
| Works: | 37 works in 9 publications in 9 languages | |
|---|---|---|
Titles
Interest-rate option models : = understanding, analysing and using models for exotic interest-rate options /
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Volatility in the capital markets : = state-of-the-art techniques for modeling, managing, and trading volatility /
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Optimal portfolios = stochastic models for optimal investment and risk management in continuous time /
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Pricing of bond options = unspanned stochastic volatility and random field models /
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(Electronic resources)
Derivatives : = the theory and practice of financial engineering /
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Exotic options : = the cutting-edge collection : technical papers published in Risk, 1999-2003 /
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Introduction to the mathematics of finance = arbitrage and option pricing /
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(Electronic resources)
Analysis, geometry, and modeling in finance = advanced methods in option pricing /
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A time series approach to option pricing = models, methods and empirical performances /
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(Electronic resources)
The numerical solution of the American option pricing problem = finite difference and transform approaches /
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(Electronic resources)
An elementary introduction to mathematical finance : = options and other topics /
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Option theory with stochastic analysis : = an introduction to mathematical finance /
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Frequently asked questions in quantitative finance : = including key models, important formulae, common contracts, a history of quantitative finance, sundry lists, brainteasers and more /
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The mathematics of financial derivatives : = a student introduction /
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