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Pricing American Options on Risky Assets in a Stochastic Interest Rate Economy
Language: en
Pages: 78
Authors: Kaushik I. Amin
Categories:
Type: BOOK - Published: 1991 - Publisher:

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A Simplified Discrete Time Approach for the Pricing of Derivative Securities with Stochastic Interest Rates
Language: en
Pages: 68
Authors: Kaushik I. Amin
Categories: Futures
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Option Pricing, Interest Rates and Risk Management
Language: en
Pages: 324
Authors: Elyès Jouini
Categories: Derivative securities
Type: BOOK - Published: 2001 - Publisher: Cambridge University Press

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This 2001 handbook surveys the state of practice, method and understanding in the field of mathematical finance. Every chapter has been written by leading resea
American Spread Option Pricing with Stochastic Interest Rates
Language: en
Pages: 149
Authors: An Jiang
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Type: BOOK - Published: 2016 - Publisher:

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In financial markets, spread option is a derivative security with two underlying assets and the payoff of the spread option depends on the difference of these a
Financial Derivatives Pricing: Selected Works Of Robert Jarrow
Language: en
Pages: 609
Authors: Robert A Jarrow
Categories: Business & Economics
Type: BOOK - Published: 2008-10-08 - Publisher: World Scientific

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This book is a collection of original papers by Robert Jarrow that contributed to significant advances in financial economics. Divided into three parts, Part I