Book 2012

Financial Mathematics

Theory and Problems for Multi-period Models

Authors:

ISBN: 978-88-470-2537-0 (Print) 978-88-470-2538-7 (Online)

Table of contents (4 chapters)

  1. Front Matter

    Pages I-IX

  2. No Access

    Chapter

    Pages 1-60

    Pricing and hedging

  3. No Access

    Chapter

    Pages 61-163

    Portfolio optimization

  4. No Access

    Chapter

    Pages 165-221

    American options

  5. No Access

    Chapter

    Pages 223-285

    Interest rates

  6. Back Matter

    Pages 287-288