Problems and solutions in mathematical finance: Equity derivatives Volume 2 Equity derivatives
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Chichester
Wiley
[2017]
|
| Schriftenreihe: | Wiley finance series
Wiley finance series |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | x, 844 Seiten Diagramme |
| ISBN: | 9781119965824 |
Internformat
MARC
| LEADER | 00000nam a2200000 cc4500 | ||
|---|---|---|---|
| 001 | BV044046534 | ||
| 003 | DE-604 | ||
| 005 | 20170503 | ||
| 007 | t | ||
| 008 | 170216s2017 |||| |||| 00||| eng d | ||
| 020 | |a 9781119965824 |c hardback |9 978-1-119-96582-4 | ||
| 035 | |a (OCoLC)973569572 | ||
| 035 | |a (DE-599)BVBBV044046534 | ||
| 040 | |a DE-604 |b ger |e rda | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-1050 |a DE-945 |a DE-355 |a DE-739 | ||
| 100 | 1 | |a Chin, Eric |d 1971- |e Verfasser |0 (DE-588)1060028204 |4 aut | |
| 245 | 1 | 0 | |a Problems and solutions in mathematical finance |p Equity derivatives |n Volume 2 |p Equity derivatives |c Eric Chin, Dian Nel and Sverrir Olafsson |
| 264 | 1 | |a Chichester |b Wiley |c [2017] | |
| 300 | |a x, 844 Seiten |b Diagramme | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 0 | |a Wiley finance series | |
| 490 | 0 | |a Wiley finance series | |
| 700 | 1 | |a Nel, Dian |d 1979- |e Verfasser |0 (DE-588)1060028263 |4 aut | |
| 700 | 1 | |a Olafsson, Sverrir |e Verfasser |4 aut | |
| 773 | 0 | 8 | |w (DE-604)BV042156710 |g 2 |
| 776 | 0 | 8 | |i Erscheint auch als |n Online-Ausgabe, ebk |z 978-1-119-96611-1 |
| 776 | 0 | 8 | |i Erscheint auch als |n Online-Ausgabe, ebk |z 978-1-119-96610-4 |
| 776 | 0 | 8 | |i Erscheint auch als |n Online-Ausgabe, obk |z 978-1-119-19219-0 |
| 856 | 4 | 2 | |m Digitalisierung UB Regensburg - ADAM Catalogue Enrichment |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=029453469&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-029453469 | ||
Datensatz im Suchindex
| _version_ | 1804177061093310465 |
|---|---|
| adam_text | ________________________________ Contents __________________________________________
Preface ix
About the Authors xi
1 Basic Equity Derivatives Theory 1
1.1 Introduction 1
1.2 Problems and Solutions 8
1.2.1 Forward and Futures Contracts 8
1.2.2 Options Theory 15
1.2.3 Hedging Strategies 27
2 European Options 63
2.1 Introduction 63
2.2 Problems and Solutions 74
2.2.1 Basic Properties 74
2.2.2 Black-Scholes Model 89
2.2.3 Tree-Based Methods 190
2.2.4 The Greeks 218
3 American Options 267
3.1 Introduction 267
3.2 Problems and Solutions 271
3.2.1 Basic Properties 271
3.2.2 Time-Independent Options 292
3.2.3 Time-Dependent Options 305
4 Barrier Options 351
4.1 Introduction 351
4.2 Problems and Solutions 357
4.2.1 Probabilistic Approach 357
4.2.2 Reflection Principle Approach 386
4.2.3 Further Barrier-Style Options 408
Contents
viii
5 Asian Options 439
5.1 Introduction 439
5.2 Problems and Solutions 443
5.2.1 Discrete Sampling 443
5.2.2 Continuous Sampling 480
6 Exotic Options 531
6.1 Introduction 531
6.2 Problems and Solutions 532
6.2.1 Path-Independent Options 532
6.2.2 Path-Dependent Options 586
7 Volatility Models 647
7.1 Introduction 647
7.2 Problems and Solutions 652
7.2.1 Historical and Implied Volatility 652
7.2.2 Local Volatility 685
7.2.3 Stochastic Volatility 710
7.2.4 Volatility Derivatives 769
A Mathematics Formulae 287
B Probability Theory Formulae 297
C Differential Equations Formulae 813
Bibliography 821
Notation 825
Index
829
|
| any_adam_object | 1 |
| author | Chin, Eric 1971- Nel, Dian 1979- Olafsson, Sverrir |
| author_GND | (DE-588)1060028204 (DE-588)1060028263 |
| author_facet | Chin, Eric 1971- Nel, Dian 1979- Olafsson, Sverrir |
| author_role | aut aut aut |
| author_sort | Chin, Eric 1971- |
| author_variant | e c ec d n dn s o so |
| building | Verbundindex |
| bvnumber | BV044046534 |
| ctrlnum | (OCoLC)973569572 (DE-599)BVBBV044046534 |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01590nam a2200361 cc4500</leader><controlfield tag="001">BV044046534</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20170503 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">170216s2017 |||| |||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781119965824</subfield><subfield code="c">hardback</subfield><subfield code="9">978-1-119-96582-4</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)973569572</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV044046534</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rda</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-1050</subfield><subfield code="a">DE-945</subfield><subfield code="a">DE-355</subfield><subfield code="a">DE-739</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Chin, Eric</subfield><subfield code="d">1971-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)1060028204</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Problems and solutions in mathematical finance</subfield><subfield code="p">Equity derivatives</subfield><subfield code="n">Volume 2</subfield><subfield code="p">Equity derivatives</subfield><subfield code="c">Eric Chin, Dian Nel and Sverrir Olafsson</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Chichester</subfield><subfield code="b">Wiley</subfield><subfield code="c">[2017]</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">x, 844 Seiten</subfield><subfield code="b">Diagramme</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Wiley finance series</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Wiley finance series</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Nel, Dian</subfield><subfield code="d">1979-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)1060028263</subfield><subfield code="4">aut</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Olafsson, Sverrir</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="773" ind1="0" ind2="8"><subfield code="w">(DE-604)BV042156710</subfield><subfield code="g">2</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Online-Ausgabe, ebk</subfield><subfield code="z">978-1-119-96611-1</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Online-Ausgabe, ebk</subfield><subfield code="z">978-1-119-96610-4</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Online-Ausgabe, obk</subfield><subfield code="z">978-1-119-19219-0</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">Digitalisierung UB Regensburg - ADAM Catalogue Enrichment</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=029453469&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-029453469</subfield></datafield></record></collection> |
| id | DE-604.BV044046534 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:42:05Z |
| institution | BVB |
| isbn | 9781119965824 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029453469 |
| oclc_num | 973569572 |
| open_access_boolean | |
| owner | DE-1050 DE-945 DE-355 DE-BY-UBR DE-739 |
| owner_facet | DE-1050 DE-945 DE-355 DE-BY-UBR DE-739 |
| physical | x, 844 Seiten Diagramme |
| publishDate | 2017 |
| publishDateSearch | 2017 |
| publishDateSort | 2017 |
| publisher | Wiley |
| record_format | marc |
| series2 | Wiley finance series |
| spelling | Chin, Eric 1971- Verfasser (DE-588)1060028204 aut Problems and solutions in mathematical finance Equity derivatives Volume 2 Equity derivatives Eric Chin, Dian Nel and Sverrir Olafsson Chichester Wiley [2017] x, 844 Seiten Diagramme txt rdacontent n rdamedia nc rdacarrier Wiley finance series Nel, Dian 1979- Verfasser (DE-588)1060028263 aut Olafsson, Sverrir Verfasser aut (DE-604)BV042156710 2 Erscheint auch als Online-Ausgabe, ebk 978-1-119-96611-1 Erscheint auch als Online-Ausgabe, ebk 978-1-119-96610-4 Erscheint auch als Online-Ausgabe, obk 978-1-119-19219-0 Digitalisierung UB Regensburg - ADAM Catalogue Enrichment application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=029453469&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Chin, Eric 1971- Nel, Dian 1979- Olafsson, Sverrir Problems and solutions in mathematical finance |
| title | Problems and solutions in mathematical finance |
| title_auth | Problems and solutions in mathematical finance |
| title_exact_search | Problems and solutions in mathematical finance |
| title_full | Problems and solutions in mathematical finance Equity derivatives Volume 2 Equity derivatives Eric Chin, Dian Nel and Sverrir Olafsson |
| title_fullStr | Problems and solutions in mathematical finance Equity derivatives Volume 2 Equity derivatives Eric Chin, Dian Nel and Sverrir Olafsson |
| title_full_unstemmed | Problems and solutions in mathematical finance Equity derivatives Volume 2 Equity derivatives Eric Chin, Dian Nel and Sverrir Olafsson |
| title_short | Problems and solutions in mathematical finance |
| title_sort | problems and solutions in mathematical finance equity derivatives equity derivatives |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=029453469&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV042156710 |
| work_keys_str_mv | AT chineric problemsandsolutionsinmathematicalfinancevolume2 AT neldian problemsandsolutionsinmathematicalfinancevolume2 AT olafssonsverrir problemsandsolutionsinmathematicalfinancevolume2 |