Pricing Derivative Securities

T W Epps
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T W Epps: University of Virginia, USA

in World Scientific Books from World Scientific Publishing Co. Pte. Ltd.

Abstract: Latest Edition: Pricing Derivative Securities (2nd Edition)

Keywords: Arbitrage; Calls; Swaps; Finance; Futures; Hedging; Martingales; Options; P.D.E.S; Puts (search for similar items in EconPapers)
Date: 2000
ISBN: 9789810242985
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Citations: View citations in EconPapers (2)

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Chapters in this book:

Ch 1 INTRODUCTION AND OVERVIEW , pp 1-19

T. W. Epps

Ch 2 MATHEMATICAL PREPARATION , pp 21-91

T. W. Epps

Ch 3 TOOLS FOR CONTINUOUS-TIME MODELS , pp 93-137

T. W. Epps

Ch 4 DYNAMICS-FREE PRICING , pp 141-176

T. W. Epps

Ch 5 PRICING UNDER BERNOULLI DYNAMICS , pp 177-255

T. W. Epps

Ch 6 BLACK-SCHOLES DYNAMICS , pp 257-298

T. W. Epps

Ch 7 AMERICAN OPTIONS AND ‘EXOTICS’ , pp 299-375

T. W. Epps

Ch 8 MODELS WITH UNCERTAIN VOLATILITY , pp 377-409

T. W. Epps

Ch 9 DISCONTINUOUS PROCESSES , pp 411-453

T. W. Epps

Ch 10 INTEREST-RATE DYNAMICS , pp 455-480

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Ch 11 SIMULATION , pp 483-512

T. W. Epps

Ch 12 SOLVING P.D.E.s NUMERICALLY , pp 513-531

T. W. Epps

Ch 13 PROGRAMS , pp 533-660

T. W. Epps

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