Beschrijving
An Introduction to Mathematics of Financial Derivatives
Salih N. Neftci
1. Financial Derivatives: A Brief Introduction
2. A Primer on Arbitrage Theorem
3. Calculus in Deterministic and Stochastic Environments
4. Pricing Derivatives: Models and Notation
5. Tools in Probability Theory
6. Martingales and Martingale Representations
7. Differentiation in Stochastic Environments
8. The Wiener Process and Rare Events in Financial Markets
9. Integration in Stochastic Environments: The Ito Integral
10. Ito's Lemma
11. The Dynamics of Derivative Prices: Stochastic Differential Equations
12. Pricing Derivative Products: Partial Differential Equations
13. The Black-Scholes PDE: An Application
14. Pricing Derivative Products: Equivalent Martingale Measures
15. Equivalent Martingale Measures: Applications
16. Tools for Complicated Derivative Structures
Betalingen & retouren
- Betaalmethoden
- Overboeking
Stuur bericht
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