Martingale methods in financial modelling
Material type:
TextOriginal language: Spanish Publisher: Berlín ; Springer ; 2009Edition: 2a edDescription: 715 pISBN: 978-3-540-20966-9Subject(s): Opciones | Modelos matemáticos | Rentas fijas | Tasa de interés | Valores | Valores derivadosLOC classification: HG/6024.A3/M87/2009
Contents:
Contiene: 1. An introduction to financial derivates.- 2. Discrete time security markets.- 3. Benchmark models in continuous time.- 4. Foreign market derivates.- 5. American options.- 6. Exotic options.- 7. Volatility risk.- 8. Continuous time security markets.- 9. Interest rates and related contracts.- 10. Short term rate models.- 11. Models of instantaneous forward rates.- 12. Market LIBOR models.- 13. Alternative market models.- 14. Cross currency derivatives.
| Item type | Current location | Call number | Status | Date due | Barcode |
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Libros
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Biblioteca de la Superintendencia del Mercado de Valores - SMV | HG/6024.A3/M87/2009 (Browse shelf) | Available | 00001760 |
Contiene: 1. An introduction to financial derivates.- 2. Discrete time security markets.- 3. Benchmark models in continuous time.- 4. Foreign market derivates.- 5. American options.- 6. Exotic options.- 7. Volatility risk.- 8. Continuous time security markets.- 9. Interest rates and related contracts.- 10. Short term rate models.- 11. Models of instantaneous forward rates.- 12. Market LIBOR models.- 13. Alternative market models.- 14. Cross currency derivatives.
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