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An introduction to the mathematics o...

Hirsa, Ali.

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An introduction to the mathematics of financial derivatives

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	An introduction to the mathematics of financial derivatives/ edited by Ali Hirsa, Salih N. Neftci.
其他作者:	Hirsa, Ali.
出版者:	Amsterdam :Academic Press, : c2013.,
面頁冊數:	1 online resource (480 p.)
內容註:	Financial derivatives--a brief introduction -- A primer onthe arbitrage theorem -- Review of deterministic calculus -- Pricing derivatives : models and notation -- Tools in probability theory -- Martingales and Martingale representations -- Differentiation in stochastic environments -- The Wiener process, LÃ©vy processes, and rare events in financial markets -- Integration in stochastic environments -- ItÃ´'s lemma -- The dynamics of derivative prices -- Pricing derivative products : partialdifferential equations -- PDEs and PIDEs--an application -- Pricing derivative products : equivalent Martingale measures -- Equivalent Martingale measures -- New results and tools for interest-sensitive securities -- Arbitrage theorem in a new setting -- Modeling term structure and related concepts -- Classical and HJM approach to fixed income -- Classical PDE analysis for interest rate derivatives -- Relating conditional expectations to PDEs -- Pricing derivatives via Fourier transform technique -- Credit spread and credit derivatives -- Stopping times andAmerican-type securities -- Overview of calibration and estimation techniques.
標題:	Derivative securities - Mathematics. -
電子資源:	http://www.sciencedirect.com/science/book/9780123846822click for full text
ISBN:	9780123846822 (electronic bk.)

An introduction to the mathematics of financial derivatives
An introduction to the mathematics of financial derivatives[electronic resource] /edited by Ali Hirsa, Salih N. Neftci. - 3rd ed. - Amsterdam :Academic Press,c2013. - 1 online resource (480 p.)

Includes bibliographical references and index.

Financial derivatives--a brief introduction -- A primer onthe arbitrage theorem -- Review of deterministic calculus -- Pricing derivatives : models and notation -- Tools in probability theory -- Martingales and Martingale representations -- Differentiation in stochastic environments -- The Wiener process, LÃ©vy processes, and rare events in financial markets -- Integration in stochastic environments -- ItÃ´'s lemma -- The dynamics of derivative prices -- Pricing derivative products : partialdifferential equations -- PDEs and PIDEs--an application -- Pricing derivative products : equivalent Martingale measures -- Equivalent Martingale measures -- New results and tools for interest-sensitive securities -- Arbitrage theorem in a new setting -- Modeling term structure and related concepts -- Classical and HJM approach to fixed income -- Classical PDE analysis for interest rate derivatives -- Relating conditional expectations to PDEs -- Pricing derivatives via Fourier transform technique -- Credit spread and credit derivatives -- Stopping times andAmerican-type securities -- Overview of calibration and estimation techniques.

ISBN: 9780123846822 (electronic bk.)Subjects--Topical Terms:

705564
Derivative securities
--Mathematics.

LC Class. No.: HG6024.A3

Dewey Class. No.: 332.6320151

An introduction to the mathematics of financial derivatives
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