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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| Hlavní autor: | |
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| Další autoři: | |
| Médium: | Kniha |
| Jazyk: | English |
| Vydáno: |
Cincinnati, OH :
South-Western College,
2000.
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| Vydání: | 2nd ed. |
| Témata: | |
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| Thư viện lưu trữ: | Mạng thư viện Đại học Đà Nẵng |
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| Shrnutí: | The basics. The binomial model. The black-scholes model and extensions. Interest rate contracts, the HJM model, and extensions. Exotics. |
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| Fyzický popis: | xx, 684 p. : ill. ; 24cm. |
| ISBN: | 0538877405 |