Mathematical model of financial derivatives 2nd Edition(Chinese Edition) pdf epub

Mathematical Model Of Financial Derivatives 2Nd Edition(Chinese Edition)

Preface1 Introduction to Derivative Instruments1.1Financial Options and Their Trading Strategies1.1.1Trading Strategies Involving Options1.2Rational Boundaries for Option Values1.2.1Effects of Dividend Payments1.2.2Put-Call Parity Relations1.2.3Foreign Currency Options1.3Forward and Futures Contracts1.3.1Values and Prices of Forward Contracts1.3.2Relation between Forward and Futures Prices1.4Swap ...

Paperback: 530 pages
Publisher: World Publishing Company (April 1, 2010)
Language: English
ISBN-10: 7510005507
ISBN-13: 978-7510005503
Package Dimensions: 8.7 x 5.8 x 1 inches
Format: PDF ePub TXT ebook

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ontracts1.4.1Interest Rate Swaps1.4.2Currency Swaps1.5Problems2 Financial Economics and Stochastic Calculus2.1Single Period Securities Models2.1.1Dominant Trading Strategies and Linear Pricing Measures2.1.2Arbitrage Opportunities and Risk Neutral Probability Measures2.1.3Valuation of Contingent Claims2.1.4Principles of Binomial Option Pricing Model2.2Filtrations, Martingales and Multiperiod Models2.2.1Information Structures and Filtrations2.2.2Conditional Expectations and Martingales2.2.3Stopping Times and Stopped Processes2.2.4Multiperiod Securities Models2.2.5Multiperiod Binomial Models2.3Asset Price Dynamics and Stochastic Processes2.3.1Random Walk Models2.3.2Brownian Processes2.4Stochastic Calculus: Ito's Lemma and Girsanov's Theorem2.4.1Stochastic Integrals2.4.2Ito's Lemma and Stochastic Differentials2.4.3Ito's Processes and Feynman-Kac Representation Formula2.4.4Change of Measure: Radon-Nikodym Derivative and Girsanov's Theorem.2.5Problems3 Option Pricing Models: Blaek-Scholes-Merton Formulation3.1Black-Scholes-Merton Formulation3.1.1Riskless Hedging Principle3.1.2Dynamic Replication Strategy