Peter James

Options Theory

• Broschiertes Buch

Produktbeschreibung

A unified development of the subject, presenting the theory of options in each of the different forms and stressing the equivalence between each of the methodologies.
_ Demystifies some of the more complex topics.
_ Derives practical, tangible results using the theory, to help practitioners in problem solving.
_ Applies the results obtained to the analysis and pricing of options in the equity, currency, commodity and interest rate markets.
_ Gives the reader the analytical tools and technical jargon to understand the current technical literature available.
_ Provides a user-friendly reference on option theory for practicing investors and traders.

Produktdetails

• Verlag: Wiley & Sons
• 1. Auflage
• Seitenzahl: 562
• Erscheinungstermin: 17. Januar 2003
• Englisch
• Abmessung: 240mm x 161mm x 25mm
• Gewicht: 810g
• ISBN-13: 9780471492894
• ISBN-10: 0471492892
• Artikelnr.: 10947757

Autorenporträt

Peter James and Peter G. van der Veen. Assistant editor Robert M. Porter

Inhaltsangabe

Preface. Part 1 Elements of Option Theory. Fundamentals. Option Basics.
Stock Price Distribution. Principles of Option Pricing. The Black Scholes
Method. American Options. Part 2 Numerical Methods. The Binomial Model.
Numerical Solutions of the Black Scholes Equation. Variable Volatility.
Monte Carlo. Part 3 Applications: Exotic Options. Simple Exotics. Two Asset
Options. Currency Translated Optons. Options on One Asset at Two Points in
Time. Barriers: Simple European Options. Barriers: Advanced Options. Asian
Options. Passport Options. Part 4 Stochastic Theory. Arbitrage. Discrete
Time Models. Brownian Motion. Transition to Continuous Time. Stochastic
Calculus. Equivalent Measures. Axiomatic Option Theory. Mathematical
Appendix. Bibliography and References. Index.