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An introduction to the mathematics o...

Hirsa, Ali.

An introduction to the mathematics of financial derivatives[electronic resource] /

紀錄類型:	書目-電子資源 : Monograph/item
杜威分類號:	332.6320151
書名/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.)
標題:	Derivative securities - Mathematics.
ISBN:	9780123846822 (electronic bk.)
ISBN:	012384682X (electronic bk.)
書目註:	Includes bibliographical references and index.
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.
電子資源:	click for full text

An introduction to the mathematics of financial derivatives[electronic resource] /
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:

658951
Derivative securities
--Mathematics.

LC Class. No.: HG6024.A3

Dewey Class. No.: 332.6320151

An introduction to the mathematics of financial derivatives[electronic resource] /
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020 $a 012384682X (electronic bk.)
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245 0 3 $a An introduction to the mathematics of financial derivatives $h [electronic resource] / $c edited by Ali Hirsa, Salih N. Neftci.
250 $a 3rd ed.
260 $a Amsterdam : $b Academic Press, $c c2013.
300 $a 1 online resource (480 p.)
504 $a Includes bibliographical references and index.
505 0 $a 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.
650 0 $a Derivative securities $x Mathematics. $3 658951
700 1 $a Hirsa, Ali. $3 658949
700 1 $a Neftci, Salih N. $3 658950
856 4 0 $u http://www.sciencedirect.com/science/book/9780123846822 $z click for full text

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