Foreword Preface About the Authors 1 Introduction to Derivatives 2 0verview of Fixed Income Securities 3 Forwards and Futures Valuation 4 FRAs and Interest Rate Futures 5 Bond Futures 6 Swaps 7 Credit Derivatives 8 Equity Futures Contracts...
Product Details Hardcover: 400 pages Publisher: McGraw-Hill; 1 edition (March 13, 2008) Language: English ISBN-10: 0071546634 ISBN-13: 978-0071546638 Product Description Written by a renowned corporate financial advisor, this timely guide...
Overview of Stochastic Calculus These notes provide an overview of results from stochastic calculus that we will be using in this course. Most ofthe results should be familiar to you already, but others will be new. We will ignore most of...
List of illustrations page xiii Preface xvii 1 Options 1 1.1 What are options? 1 1.2 Whydo we studyoptions? 2 1.3 How are options traded? 4 1.4 Typical option prices 6 1.5 Other financial derivatives 7 1.6 Notes and references 7 1.7 Progra...
PART ONE The Relative Pricing of Fixed Income Securities with Fixed Cash Flows 1 CHAPTER 1 Bond Prices, Discount Factors, and Arbitrage 3 The Time Value of Money 3 Treasury Bond Quotations 4 Discount Factors 6 The Law of One Price 8 Arbitr...
Yuh-Dauh Lyuu , Financial Engineering and Computation: Principles, Mathematics, and Algorithms Cambridge University Press; 1 edition (November 12, 2001) | ISBN: 052178171X | 648 pages | PDF | 4,1 Mb Review offers a thorough grounding in th...
1 Introduction 1 2 Elements of Probability 7 2.1 Probability and Probability Distribution 7 2.2 Vector Random Variable and Independence 17 2.3 Expectation and Conditional Distribution 19 2.4 Convergence and Central Limit Theorems 26 Exerci...
资源名称：Option Pricing: Mathematical Models and Computation； 作者：Paul Wilmott (Author), Jeff Dewynne (Author), Sam Howison (Author) ； 类别：书籍； 大小：14.4M； 格式：pdf(扫描版，很清晰)； 页码：455...
Preface 1. Introduction 1.1 Asset Price Dynamics 1.2 Volatility 1.3 Prediction 1.4 Information 1.5 Contents 1.6 Software 1.7 Web Resources PART I: Foundations 2. Prices and Returns 2.1 Introduction 2.2 Two Examples of Price Series 2.3 Data...
Part I. Asset Pricing Theory Part II. Estimating and Evaluating Asset Pricing Models Part III. Bonds and Options Part IV. Empirical Survey Part V. Appendix...
