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options pricing » optimal pricing

1
by Zhu, Jianwei
Published 2000
Springer Berlin Heidelberg
Table of Contents: ...1 Introduction -- 2 Modular Pricing of Options (MPO) -- 3 Extensions of MPO to Exotic Options -- 4...

2
by Kallianpur, Gopinath, Karandikar, Rajeeva L.
Published 2000
Birkhäuser
Table of Contents: ...5 Girsanov’s Theorem -- 5.1 Auxiliary results -- 5.2 Girsanov’s Theorem -- 6 Option Pricing...

3
by Mandler, Martin
Published 2003
Physica-Verlag HD
Table of Contents: ... Techniques for Extracting Risk-Neutral Probabilities from Option Prices -- 6 The Advantages and Disadvantages...

4
by Roman, Steven
Published 2004
Springer New York
Table of Contents: ...Portfolio Risk Management -- Option Pricing Models -- Assumptions -- Arbitrage -- Probability I...

5
by Benth, Fred Espen
Published 2004
Springer Berlin Heidelberg
Table of Contents: ...1 Introduction -- 1.1 An Introduction to Options in Finance -- 1.2 Some Useful Material from...

6
Published 1998
Springer Netherlands
...The first premise of this book is that farmers need access to options for improving their situation...

7
by Müller, Jürgen
Published 2000
Deutscher Universitätsverlag
... to real option valuation based on the binomial option pricing model...

8
by Ziegler, Alexandre
Published 1999
Springer Berlin Heidelberg
...Modem option pricing theory was developed in the late sixties and early seventies by F. Black, R. C...

9
by Ziegler, Alexandre C.
Published 2004
Springer Berlin Heidelberg
Table of Contents: ... and Subgame Perfection -- 1.3 Option Pricing Basics: The General Contingent Claim Equation -- 1.4 The Method...

10
by Kariya, T., Liu, Regina
Published 2003
Springer US
Table of Contents: .... Stock Option Theory and Its Applications -- 1 Overview -- 2 General Price Theory for a Stock Option -- 3...

11
Published 1996
Deutscher Universitätsverlag
... complexity have become the cutting edge of this industry. Ralph Fürderer presents new component and price...

12
by Müller, Sigrid
Published 1985
Springer Berlin Heidelberg
Table of Contents: ...1 Introduction -- 2 The Valuation of Contingent Claims: A Survey -- 3 Existence of Consistent Price...

13
by Dermine, J.
Published 1984
Springer Berlin Heidelberg
Table of Contents: ... of the intermediation process -- 2.4 A valuation model of the intermediary’s liabilities -- Appendix: An ‘option view...

14
by Esser, Angelika
Published 2004
Springer Berlin Heidelberg
Table of Contents: ... of Power Options -- 4.1 Introduction -- 4.2 General Pricing Equation -- 4.3 Examples -- 4.4 Conclusion -- 5...

15
Published 2002
Springer US
Table of Contents: ...11. Price-Responsive Load Among Mass-Market Customers -- 12. RTP Customer Demand Response...

16
by Chen, Lin
Published 1996
Springer Berlin Heidelberg
Table of Contents: ... Derivatives -- 2.1 Introduction -- 2.2 Bond Options -- 2.3 Caps, Floors, and Collars -- 2.4 Futures Price...

17
Published 2000
Springer US
Table of Contents: ... Options and Demand-Side Bids -- 17. How to Buy Low and Sell High -- 18. Real Time Pricing — A Unified Rate...

18
Published 1996
Springer US
Table of Contents: ...1 Seven Myths About Incentive Regulation 1 -- 2 Revising Price Caps: The Next Generation...

19
by Shreve, Steven
Published 2004
Springer New York
Table of Contents: ...1 The Binomial No-Arbitrage Pricing Model -- 1.1 One-Period Binomial Model -- 1.2 Multiperiod...

20
Published 1995
Springer Netherlands
Table of Contents: ... Pricing: Policy and Options for the Future -- 12. Instruments for Charging Congestion Externalities...