Derivative securities /
The basics. The binomial model. The black-scholes model and extensions. Interest rate contracts, the HJM model, and extensions. Exotics.
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| Hoofdauteur: | |
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| Andere auteurs: | |
| Formaat: | Boek |
| Taal: | English |
| Gepubliceerd in: |
Cincinnati, OH :
South-Western College,
2000.
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| Editie: | 2nd ed. |
| Onderwerpen: | |
| Tags: |
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| Thư viện lưu trữ: | Mạng thư viện Đại học Đà Nẵng |
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| Samenvatting: | The basics. The binomial model. The black-scholes model and extensions. Interest rate contracts, the HJM model, and extensions. Exotics. |
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| Fysieke beschrijving: | xx, 684 p. : ill. ; 24cm. |
| ISBN: | 0538877405 |