An Introduction to the Mathematics of Financial Derivatives
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Published By Elsevier

9780123846822

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Stopping Times and American-Type Securities

An Introduction to the Mathematics of Financial Derivatives ◽

10.1016/b978-0-12-384682-2.00024-4 ◽

2014 ◽

pp. 401-414

Keyword(s):

Stopping Times

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Half Title Page

An Introduction to the Mathematics of Financial Derivatives ◽

10.1016/b978-0-12-384682-2.00026-8 ◽

2014 ◽

pp. i

Keyword(s):

Title Page

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Differentiation in Stochastic Environments

An Introduction to the Mathematics of Financial Derivatives ◽

10.1016/b978-0-12-384682-2.00007-4 ◽

2014 ◽

pp. 111-122

Keyword(s):

Stochastic Environments

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Tools in Probability Theory

An Introduction to the Mathematics of Financial Derivatives ◽

10.1016/b978-0-12-384682-2.00005-0 ◽

2014 ◽

pp. 65-86

Keyword(s):

Probability Theory

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PDEs and PIDEs—An Application

An Introduction to the Mathematics of Financial Derivatives ◽

10.1016/b978-0-12-384682-2.00013-x ◽

2014 ◽

pp. 215-229

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Pricing Derivatives: Models and Notation

An Introduction to the Mathematics of Financial Derivatives ◽

10.1016/b978-0-12-384682-2.00004-9 ◽

2014 ◽

pp. 55-64

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Index

An Introduction to the Mathematics of Financial Derivatives ◽

10.1016/b978-0-12-384682-2.00032-3 ◽

2014 ◽

pp. 439-444

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Pricing Derivatives via Fourier Transform Technique

An Introduction to the Mathematics of Financial Derivatives ◽

10.1016/b978-0-12-384682-2.00022-0 ◽

2014 ◽

pp. 361-372 ◽

Cited By ~ 1

Keyword(s):

Fourier Transform

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The Dynamics of Derivative Prices

An Introduction to the Mathematics of Financial Derivatives ◽

10.1016/b978-0-12-384682-2.00011-6 ◽

2014 ◽

pp. 179-196

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Itô's Lemma

An Introduction to the Mathematics of Financial Derivatives ◽

10.1016/b978-0-12-384682-2.00010-4 ◽

2014 ◽

pp. 163-178

Keyword(s):

Ito's Lemma

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