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Mathematical Models of Financial Derivatives

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Cover of 'Mathematical Models of Financial Derivatives'

Table of Contents

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    Book Overview
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    Chapter 1 Introduction to Derivative Instruments
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    Chapter 2 Financial Economics and Stochastic Calculus
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    Chapter 3 Option Pricing Models: Black–Scholes–Merton Formulation and Martingale Pricing Theory
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    Chapter 4 Path Dependent Options
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    Chapter 5 American Options
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    Chapter 6 Numerical Schemes for Pricing Options
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    Chapter 7 Interest Rate Models and Bond Pricing
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    Chapter 8 Interest Rate Derivatives: Bond Options, LIBOR and Swap Products
Attention for Chapter 3: Option Pricing Models: Black–Scholes–Merton Formulation and Martingale Pricing Theory
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