Derivative Security Pricing: Techniques, Methods and Applications

by Christina Sklibosios Nikitopoulos, Carl Chiarella, Xuezhong He, et al.

Book Overview

Part I The Fundamentals of Derivative Security Pricing.- 1 The Stock Option Problem.- 2 Stochastic Processes for Asset Price Modelling.- 3 An Initial Attempt at Pricing an Option.- 4 The Stochastic Differential Equation.- 5 Manipulating Stochastic Differential Equations and Stochastic Integrals.- 6 Ito's Lemma and Its Application.- 7 The Continuous Hedging Argument.- 8 Martingale Interpretation of No-Riskless Arbitrage.- 9 The Partial Differential...

• Format: Paperback
• Language: English
• ISBN: 3662516314
• ISBN13: 9783662516317
• Release Date: October 2016
• Publisher: Springer
• Length: 616 Pages
• Weight: 1.93 lbs.
• Dimensions: 1.3" x 6.1" x 9.2"