Samenvatting
A unified development of the subject, presenting the theory of options in each of the different forms and stressing the equivalence between each of the methodologies.
∗ Demystifies some of the more complex topics.
∗ Derives practical, tangible results using the theory, to help practitioners in problem solving.
∗ Applies the results obtained to the analysis and pricing of options in the equity, currency, commodity and interest rate markets.
∗ Gives the reader the analytical tools and technical jargon to understand the current technical literature available.
∗ Provides a user–friendly reference on option theory for practicing investors and traders.
Specificaties
ISBN13:9780471492894
Taal:Engels
Bindwijze:gebonden
Aantal pagina's:388
Uitgever:John Wiley & Sons
Hoofdrubriek:Financieel management, Financieel management
Serie:The Wiley Finance Series
Lezersrecensies
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Inhoudsopgave
Preface.
<p>PART I: ELEMENTS OF OPTION THEORY.</p>
<p>Fundamentals.</p>
<p>Option Basics.</p>
<p>Stock Price Distribution.</p>
<p>Principles of Option Pricing.</p>
<p>The Black Scholes Model.</p>
<p>American Options.</p>
<p>PART II: NUMERICAL METHODS.</p>
<p>The Binomial Model.</p>
<p>Numerical Solutions of the Black Scholes Equation.</p>
<p>Variable Volatility.</p>
<p>Monte Carlo.</p>
<p>PART III: APPLICATIONS: EXOTIC OPTIONS.</p>
<p>Simple Exotics.</p>
<p>Two Asset Options.</p>
<p>Currency Translated Options.</p>
<p>Options on One Asset at Two Points in Time.</p>
<p>Barriers: Simple European Options.</p>
<p>Barriers: Advanced Options.</p>
<p>Asian Options.</p>
<p>Passport Options.</p>
<p>PART IV: STOCHASTIC THEORY.</p>
<p>Arbitrage.</p>
<p>Discrete Time Models.</p>
<p>Brownian Motion.</p>
<p>Transition to Continuous Time.</p>
<p>Stochastic Calculus.</p>
<p>Equivalent Measures.</p>
<p>Axiomatic Option Theory.</p>
<p>Mathematical Appendix.</p>
<p>Bibliography and References.</p>
<p>Index.</p>
<p>PART I: ELEMENTS OF OPTION THEORY.</p>
<p>Fundamentals.</p>
<p>Option Basics.</p>
<p>Stock Price Distribution.</p>
<p>Principles of Option Pricing.</p>
<p>The Black Scholes Model.</p>
<p>American Options.</p>
<p>PART II: NUMERICAL METHODS.</p>
<p>The Binomial Model.</p>
<p>Numerical Solutions of the Black Scholes Equation.</p>
<p>Variable Volatility.</p>
<p>Monte Carlo.</p>
<p>PART III: APPLICATIONS: EXOTIC OPTIONS.</p>
<p>Simple Exotics.</p>
<p>Two Asset Options.</p>
<p>Currency Translated Options.</p>
<p>Options on One Asset at Two Points in Time.</p>
<p>Barriers: Simple European Options.</p>
<p>Barriers: Advanced Options.</p>
<p>Asian Options.</p>
<p>Passport Options.</p>
<p>PART IV: STOCHASTIC THEORY.</p>
<p>Arbitrage.</p>
<p>Discrete Time Models.</p>
<p>Brownian Motion.</p>
<p>Transition to Continuous Time.</p>
<p>Stochastic Calculus.</p>
<p>Equivalent Measures.</p>
<p>Axiomatic Option Theory.</p>
<p>Mathematical Appendix.</p>
<p>Bibliography and References.</p>
<p>Index.</p>
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