John Wiley'Sons Finance Series 9 - Salomon Smith Barney Guide to Mortgage-Backed and Asset-Backed Securities Amazon link: http://www.amazon.com/Salomon-Barney-Mortgage-Backed-Asset-Backed-Securities/dp/0471385875 Editorial Reviews Product...
Chapter 1: Introduction to Derivatives 1 Chapter 2: Special Regulatory Requirements 33 Chapter 3: Markets 49 Chapter 4: Financial Futures and Options 53 Chapter 5: Principles of Exchange-Traded Futures and Options 81 Chapter 6: Principles...
1. An Introduction to Financial Derivatives 1.1 Options 1.2 Futures Contracts and Options 1.3 Forward Contracts 1.4 Call and Put Spot Options 1.4.1 One-period Spot Market 1.4.2 Replicating Portfolios 1.4.3 Martingale Measure for a Spot Mar...
Contents Basic Notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .XIII 1 Preliminaries from Probability Theory . . . . . . . . . . . . . . . . . . . . . 1 1.1 Discrete Random Variables and Distr...
Contents 0.1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ix 1 Introduction 1 1.1 A Brief Zoology of Risks . . . . . . . . . . . . . . . . . . . . . 4 1.2 Organization of Topics . . . . . . . . . . . . . . . . . ....
Editorial Reviews Review From the reviews: Interest rate models a ] is a research monograph on the theory of interest rate models in infinite dimension. a ] Concepts are presented in detail with appropriate examples. a ] It is most suitabl...
Wiley List Price: US $90.00 1 Arbitrage and Pricing. 2 Fundamentals of Stochastic Calculus. 3 Pricing in Continuous Time. 4 Scenario Generation. 5 European Pricing with Simulation. 6 Simulation for Early Exercise. 7 Finite Differences....
PDF 732页 Sidney Homer and Richard Sylla CONTENTS Foreword by Dr. Henry Kaufman vii Preface to the Fourth Edition ix Summary Tables xiii Summary Charts xvii Introduction 1 Part One. Ancient Times CHAPTER 1. Prehistoric and Primitive Credit...
目 录 鸣谢 时间表 引言 第一章 美国佬的银行：拉克--道奇和杰伊--库克 第二章 我们的伙计：塞里格曼、雷曼兄弟和科恩--娄布 第三章 浮华的银行家：布朗兄弟--哈里曼和奥古斯特?贝尔蒙特 第四章 破坏与吸收：基德--皮伯第和狄龙--瑞德 第五章 百老汇和华尔街...
Disclaimer xi 1 Introduction 1 1.1 The forward foreign exchange market 1 1.2 The currency options market 1 1.3 The alternatives to currency options 2 1.4 The users 2 1.5 Whose domain? 2 PART I MARKET OVERVIEW 3 2 The Foreign Exchange Marke...
