Pricing Derivative Securities : An Interactive, Dynamic Enviroment with Maple V and Matlab (HAR/CDR)

Pricing Derivative Securities : An Interactive, Dynamic Enviroment with Maple V and Matlab (HAR/CDR)

  • ただいまウェブストアではご注文を受け付けておりません。 ⇒古書を探す
  • 製本 Hardcover:ハードカバー版/ページ数 754 p.
  • 言語 ENG
  • 商品コード 9780125649155
  • DDC分類 332.632

Full Description


Pricing derivatives theory comes alive in this self-contained interactive experience in financial pricing. The no-arbitrage perspective in a one-period state-preference model drives the book, and the Maple (R) and Matlab (R) programs help readers visualize payoffs and respond to various constraints and conditions. With clear explanations and lavish illustrations, Pricing Derivative Securities: An Interactive, Dynamic Environment with Maple V and Matlab teaches the core theoretical concepts so often disguised behind difficult terms and institutional details.Readers can experiment with the electronic packages forever, using the book and its solutions manual as a tutorial that can help solve problems of increasing complexity.

Contents

Theory of ArbitrageArbitrage PricingPricing by ArbitrageFundamentals of OptionsRisk-Neutral Probability and the SDFValuation of European OptionsSensitivity MeasuresHedging with the GreeksThe Term Structure and Its EstimationForwards, Eurodollars, and FuturesSwaps: A Second LookAmerican OptionsBinomial Models IBinomial Models IIThe Black-Scholes FormulaOther Types of OptionsThe End or the Beginning?Index