Financial calculus : an introduction to derivative pricing /
Auteur principal: | |
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Autres auteurs: | |
Format: | Livre |
Langue: | Inglés |
Publié: |
Cambridge :
Cambridge University Press,
1996.
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Sujets: |
Table des matières:
- 1. Introduction.
- 2. Discrete processes.
- 3. Continuous processes.
- 4. Pricing market securities.
- 5. Interest rates.
- 6. Bigger models.
- Appendices.