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options pricing » optimal pricing

1
by Sinclair, Euan
Published 2010
Wiley
Table of Contents: ...History -- Introduction to options -- Arbitrage bounds for option prices -- Pricing models...

2
by Buchen, Peter
Published 2012
CRC Press
Table of Contents: ... options -- Dual expiry options -- Two-asset rainbow options -- Barrier options -- Lookback options...

3
by Guyon, Julien, Henry-Labordere, Pierre
Published 2014
Taylor and Francis, an imprint of Chapman and Hall/CRC
Subjects: ...Options (Finance) / Prices / Mathematical models / fast...

4
by Clark, Iain J.
Published 2014
John Wiley & Sons Inc.
Table of Contents: ...Commodity Option Pricing; Contents; Acknowledgements; Web page for this book; Notation; List...

5
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...

6
by Repplinger, Detlef
Published 2008
Springer Berlin Heidelberg
Table of Contents: ...The option pricing framework -- The Edgeworth Expansion -- The Integrated Edgeworth Expansion...

7
by Profeta, Christophe, Roynette, Bernard, Yor, Marc
Published 2010
Springer Berlin Heidelberg
Table of Contents: ... Times up to a Finite Horizon -- Put Option as Joint Distribution Function in Strike and Maturity...

8
by Boberski, David
Published 2009
Bloomberg Press
Table of Contents: ...pt. 1. Markets and mechanisms -- pt. 2. The delivery option -- pt. 3. Contract design -- pt. 4. A...

9
by Passarelli, Dan
Published 2012
Bloomberg
Table of Contents: ...pt. 1. The basics of option greeks -- pt. 2. Spreads -- pt. 3. Volatility -- pt. 4. Advanced option...

10
by Clark, Iain J.
Published 2011
Wiley
Subjects: ...Options (Finance) / Prices...

11
by Rostek, Stefan
Published 2009
Springer Berlin Heidelberg
Table of Contents: ... Brownian Market:Arbitrage and Its Exclusion -- Risk Preference Based Option Pricing in a Continuous Time...

12
by Pascucci, Andrea
Published 2011
Springer Milan
... in the modern theory of option pricing. The text is designed for readers with a basic mathematical background...

13
by Ratanov, Nikita, Kolesnik, Alexander D.
Published 2022
Springer Berlin Heidelberg
Table of Contents: ... -- 4.Asymmetric Jump-Telegraph Processes -- 5.Financial Modelling and Option Pricing -- Index....

14
by Kolesnik, Alexander D., Ratanov, Nikita
Published 2013
Springer Berlin Heidelberg
Table of Contents: ... -- 4.Asymmetric Jump-Telegraph Processes -- 5.Financial Modelling and Option Pricing -- Index.  ...

15
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...

16
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...

17
by Sherbin, Al
Published 2015
John Wiley & Sons
Subjects: ...Options (Finance) / fast...

18
by Iacus, Stefano M.
Published 2011
J. Wiley & Sons
Table of Contents: ...Option Pricing and Estimation of Financial Models with R; Contents; Preface; 1 A synthetic view...

19
Published 2009
Springer Berlin Heidelberg
Table of Contents: ... of Option Pricing and Hedging -- The Early History of Option Contracts -- Bruno de Finetti, Actuarial...

20
by Lee, Jaewoo
Published 2004
International Monetary Fund
Subjects: ...Options...