Quantitative Modeling of Derivative Securities —— From Theory To Practice

----- 衍生证券的量化建模

ISBN: 9781584880318 出版年：2017 页码：335 Laurence, Peter Routledge

Arbitrage Pricing Theory: The One-Period Model Binomial Option Pricing Model Analysis of the Black-Scholes Formula Refinements of the Binomial Model American-Style Options and Time-Optionality Trinomial Trees and Finite-Difference Schemes Brownian Motion and Ito Calculus An Introduction to Exotic Options Ito Processes, Continuous-Time Martingales, and Girsanov's Theorem Continuous-Time Finance: An Introduction Valuation of Derivative Securities Fixed-Income Securities and the Term-Structure of Interest Rates The Heath-Jarrow-Morton Theorem and Multidimensional Term-Structure Model Exponential-Affine Models Interest-Rate Options Appendix: The Intertemporal Discrete Model