UID:
almafu_9959327970202883
Format:
1 online resource (xv, 371 pages) :
,
illustrations
ISBN:
0471492892
,
9780471492894
,
0470013273
,
9780470013274
Series Statement:
Wiley finance series
Note:
Elements of Option Theory --
,
Fundamentals --
,
Option Basics --
,
Stock Price Distribution --
,
Principles of Option Pricing --
,
Black Scholes Model --
,
American Options --
,
Numerical Methods --
,
Binomial Model --
,
Numerical Solutions of the Black Scholes Equation --
,
Variable Volatility --
,
Monte Carlo --
,
Applications: Exotic Options --
,
Simple Exotics --
,
Two Asset Options --
,
Currency Translated Options --
,
Options on One Asset at Two Points in Time --
,
Barriers: Simple European Options --
,
Barriers: Advanced Options --
,
Asian Options --
,
Passport Options --
,
Stochastic Theory --
,
Arbitrage --
,
Discrete Time Models --
,
Brownian Motion --
,
Transition to Continuous Time --
,
Stochastic Calculus --
,
Equivalent Measures --
,
Axiomatic Option Theory.
Additional Edition:
Print version: James, Peter, 1943- Option theory. Hoboken, NJ : J. Wiley, 2003 ISBN 0471492892
Language:
English
Subjects:
Economics
Keywords:
Electronic books.
;
Electronic books.
;
Electronic books.
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/0470013273
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/0470013273
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/0470013273
