The Mathematics of Derivatives Securities with Applications in MATLAB
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Published By John Wiley & Sons, Ltd.

9781118467398, 9780470683699

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The Mathematics of Derivatives Securities with Applications in MATLAB ◽

10.1002/9781118467398.biblio ◽

2012 ◽

pp. 227-228

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Monte Carlo Methods and American Options

The Mathematics of Derivatives Securities with Applications in MATLAB ◽

10.1002/9781118467398.ch7 ◽

2012 ◽

pp. 91-100

Keyword(s):

Monte Carlo ◽

Monte Carlo Methods ◽

American Options

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Implied Volatility Models

The Mathematics of Derivatives Securities with Applications in MATLAB ◽

10.1002/9781118467398.ch13 ◽

2012 ◽

pp. 151-156

Keyword(s):

Implied Volatility ◽

Volatility Models

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Exotic Options

The Mathematics of Derivatives Securities with Applications in MATLAB ◽

10.1002/9781118467398.ch10 ◽

2012 ◽

pp. 121-127

Keyword(s):

Exotic Options

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Appendix 1: An Introduction to MATLAB

The Mathematics of Derivatives Securities with Applications in MATLAB ◽

10.1002/9781118467398.app1 ◽

2012 ◽

pp. 191-203

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Estimation of Greeks using Monte Carlo Methods

The Mathematics of Derivatives Securities with Applications in MATLAB ◽

10.1002/9781118467398.ch9 ◽

2012 ◽

pp. 113-120

Keyword(s):

Monte Carlo ◽

Monte Carlo Methods

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The Black and Scholes Economy

The Mathematics of Derivatives Securities with Applications in MATLAB ◽

10.1002/9781118467398.ch4 ◽

2012 ◽

pp. 55-66

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Stochastic Processes

The Mathematics of Derivatives Securities with Applications in MATLAB ◽

10.1002/9781118467398.ch2 ◽

2012 ◽

pp. 25-36

Keyword(s):

Stochastic Processes

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Binomial and Finite Difference Methods

The Mathematics of Derivatives Securities with Applications in MATLAB ◽

10.1002/9781118467398.ch17 ◽

2012 ◽

pp. 185-190

Keyword(s):

Finite Difference ◽

Finite Difference Methods ◽

Difference Methods

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Stochastic Volatility Models

The Mathematics of Derivatives Securities with Applications in MATLAB ◽

10.1002/9781118467398.ch12 ◽

2012 ◽

pp. 137-149

Keyword(s):

Stochastic Volatility ◽

Stochastic Volatility Models ◽

Volatility Models

Download Full-text

The Mathematics of Derivatives Securities with Applications in MATLABLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By John Wiley & Sons, Ltd.

Bibliography

Monte Carlo Methods and American Options

Implied Volatility Models

Exotic Options

Appendix 1: An Introduction to MATLAB

Estimation of Greeks using Monte Carlo Methods

The Black and Scholes Economy

Stochastic Processes

Binomial and Finite Difference Methods

Stochastic Volatility Models

The Mathematics of Derivatives Securities with Applications in MATLAB
Latest Publications