2007

Java Methods for Financial Engineering

Applications in Finance and Investment

Authors:

ISBN: 978-1-85233-832-9 (Print) 978-1-84628-741-1 (Online)

Table of contents (18 chapters)

  1. Front Matter

    Pages I-XV

  2. No Access

    Book Chapter

    Pages 1-31

    Introduction

  3. No Access

    Book Chapter

    Pages 33-58

    Interest Rate Calculations

  4. No Access

    Book Chapter

    Pages 59-97

    Bonds

  5. No Access

    Book Chapter

    Pages 99-106

    Duration

  6. No Access

    Book Chapter

    Pages 107-124

    Futures

  7. No Access

    Book Chapter

    Pages 125-161

    Options

  8. No Access

    Book Chapter

    Pages 163-189

    Modelling Stock Prices

  9. No Access

    Book Chapter

    Pages 191-203

    The Binomial Model

  10. No Access

    Book Chapter

    Pages 205-229

    Analytical Option Pricing Methods

  11. No Access

    Book Chapter

    Pages 231-254

    Sensitivity Measures (The ‘Greeks’)

  12. No Access

    Book Chapter

    Pages 255-277

    Interest Rate Derivatives

  13. No Access

    Book Chapter

    Pages 279-336

    Conditional Options

  14. No Access

    Book Chapter

    Pages 337-381

    Complex Conditional Options

  15. No Access

    Book Chapter

    Pages 383-405

    Barrier Type Options

  16. No Access

    Book Chapter

    Pages 407-420

    Double Barrier Options

  17. No Access

    Book Chapter

    Pages 421-454

    Digital Options

  18. No Access

    Book Chapter

    Pages 455-483

    Special Case Barrier Options

  19. No Access

    Book Chapter

    Pages 485-527

    Other Exotics

  20. Back Matter

    Pages 529-561