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An Introduction To Exotic Option Pricing Buchen Peter

Name: An Introduction To Exotic Option Pricing Buchen Peter
SKU: BELL-5143776
Price: 31.00 USD
Availability: InStock
Rating: 5 (98 reviews)

SKU: BELL-5143776

$ 31.00 ~~$ 45.00~~ (-31%)

5.0

98 reviews

An Introduction To Exotic Option Pricing Buchen Peter instant download after payment.

Publisher: CRC Press

File Extension: PDF

File size: 1.93 MB

Pages: 294

Author: Buchen, Peter

ISBN: 9781420091021, 1420091026

Language: English

Year: 2012

Product desciption

An Introduction To Exotic Option Pricing Buchen Peter by Buchen, Peter 9781420091021, 1420091026 instant download after payment.

TECHNICAL BACKGROUND Financial Preliminaries European Derivative Securities Exotic Options Binary Options No-ArbitragePricing Methods The Black-Scholes PDE Method Derivation of Black-Scholes PDE Meaning of the Black-Scholes PDEThe Fundamental Theorem of Asset Pricing The EMM Pricing MethodBlack-Scholes and the FTAP Effect of DividendsMathematical Preliminaries Probability Spaces Brownian Motion Stochastic DesStochastic Integrals Itô's LemmaMartingalesFeynman-Kac Formula Girsanov's Theorem Time Varying ParametersThe Black-Scholes PDE The BS Green's Function Log-VolutionsGaussian Random Variable.
Abstract: Emphasizing analytical techniques rather than risk management issues, this book presents an applied mathematics approach to pricing a wide range of standard and exotic options within the Black-Scholes framework. It also covers the perceived complexities surrounding the field of exotic option pricing by deriving each pricing formula in detail.