1

2 “... methods are applied in detail to pricing and hedging European and American options within the Cox-Ross...”

3 “... complete solutions are provided. Particular attention is paid to the Cox, Ross and Rubinstein model...”

4 Table of Contents: “... and Vasicek Model -- 2.3 Dothan and Black-Karasinski Model -- 2.4 Cox-Ingersoll-Ross Model -- 2.5 Widening...”

5 Table of Contents: “... -- 4.1 Introduction -- 4.2 The Cox-Huang Methodology -- 4.3 Heterogeneous Beliefs -- 4.4 An Example...”

6 Table of Contents: “...-Scholes model; The Cox-Ross-Rubinstein model; Connection between the two models...”

7 Table of Contents: “...The Cox-Ingersoll-Ross modelParameter estimation of interest rate models; Using the SMFI5 package...”

8 Table of Contents: “...; The Cox-Ingersoll-Ross Model; Arbitrage-Free Models; The Ho and Lee Model; The Hull-White Model; The Black...”

9 Table of Contents: “... METHODS: THE COX-ROSS-RUBINSTEIN (CRR) OPTION PRICING MODEL; 10.4 MONTE CARLO SIMULATIONS; 10.5 OPTION...”

10 Table of Contents: “.... Intersections between approaches to assets valuation -- 1.3.1. Convergence between the Cox-Ross-Rubinstein (1979...”

11