Derivative Security Pricing
Carl Chiarella,
Xuezhong (Tony) He () and
Christina Nikitopoulos-Sklibosios ()
in Dynamic Modeling and Econometrics in Economics and Finance from Springer, currently edited by Stefan Mittnik and Willi Semmler
Date: 2015
Edition: 2015
ISBN: 978-3-662-45906-5
References: Add references at CitEc
Citations: View citations in EconPapers (3)
There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.
Chapters in this book:
- Ch Chapter 1 The Stock Option Problem
- Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
- Ch Chapter 10 Pricing Derivative Securities: A General Approach
- Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
- Ch Chapter 11 Applying the General Pricing Framework
- Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
- Ch Chapter 12 Jump-Diffusion Processes
- Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
- Ch Chapter 13 Option Pricing Under Jump-Diffusion Processes
- Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
- Ch Chapter 14 Partial Differential Equation Approach Under Geometric Jump-Diffusion Process
- Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
- Ch Chapter 15 Stochastic Volatility
- Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
- Ch Chapter 16 Pricing the American Feature
- Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
- Ch Chapter 17 Pricing Options Using Binomial Trees
- Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
- Ch Chapter 18 Volatility Smiles
- Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
- Ch Chapter 19 Allowing for Stochastic Interest Rates in the Black–Scholes Model
- Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
- Ch Chapter 2 Stochastic Processes for Asset Price Modelling
- Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
- Ch Chapter 20 Change of Numeraire
- Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
- Ch Chapter 21 The Paradigm Interest Rate Option Problem
- Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
- Ch Chapter 22 Modelling Interest Rate Dynamics
- Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
- Ch Chapter 23 Interest Rate Derivatives: One Factor Spot Rate Models
- Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
- Ch Chapter 24 Interest Rate Derivatives: Multi-Factor Models
- Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
- Ch Chapter 25 The Heath–Jarrow–Morton Framework
- Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
- Ch Chapter 26 The LIBOR Market Model
- Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
- Ch Chapter 3 An Initial Attempt at Pricing an Option
- Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
- Ch Chapter 4 The Stochastic Differential Equation
- Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
- Ch Chapter 5 Manipulating Stochastic Differential Equations and Stochastic Integrals
- Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
- Ch Chapter 6 Ito’s Lemma and Its Applications
- Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
- Ch Chapter 7 The Continuous Hedging Argument
- Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
- Ch Chapter 8 The Martingale Approach
- Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
- Ch Chapter 9 The Partial Differential Equation Approach Under Geometric Brownian Motion
- Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:spr:dymeef:978-3-662-45906-5
Ordering information: This item can be ordered from
http://www.springer.com/9783662459065
DOI: 10.1007/978-3-662-45906-5
Access Statistics for this book
More books in Dynamic Modeling and Econometrics in Economics and Finance from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().
