The idea of human rights : four inquiries /

Saved in:
Bibliographic Details
Main Author: Perry, Michael J
Format: Book
Published: New York : Oxford University Press, 1998
Tags: Add Tag
No Tags, Be the first to tag this record!
Table of Contents:
  • Pt. 1.Basic Theory of Derivatives. 1.Products and Markets. 2.Derivatives. 3.The Random Behavior of Assets. 4.Elementary Stochastic Calculus. 5.The Black Scholes Model. 6.Partial Differential Equations. 7.The Black Scholes Formulae and the 'Greeks'. 8.Simple Generalizations of the Black Scholes World. 9.Early Exercise and American Options. 10.Probability Density Functions and First Exit Times. 11.Multi asset Options. 12.The Binomial Model Pt. 2.Path Dependency. 13.An Introduction to Exotic and Path dependent Options. 14.Barrier Options. 15.Strongly Path dependent Options. 16.Asian Options. 17.Lookback Options. 18.Miscellaneous Exotics Pt. 3.Extending Black Scholes. 19.Defects in the Black Scholes Model. 20.Discrete Hedging. 21.Transaction Costs. 22.Volatility Smiles and Surfaces. 23.Stochastic Volatility. 24.Uncertain Parameters. 25.Empirical Analysis of Volatility. 26.Jump Diffusion. 27.Crash Modeling. 28.Speculating with Options. 29.The Feedback Effect of Hedging in Illiquid Markets. 30.Static Hedging Pt. 4.Interest Rates and Products. 31.Fixed income Products and Analysis: Yield, Duration and Convexity. 32.Swaps. 33.One factor Interest Rate Modeling. 34.Yield Curve Fitting. 35.Interest Rate Derivatives. 36.Convertible Bonds. 37.Two factor Interest Rate Modeling. 38.Empirical Behavior of the Spot Interest Rate. 39.Heath, Jarrow and Morton. 40.Interest rate Modeling Without Probabilities Pt. 5.Risk Measurement and Management. 41.Portfolio Management. 42.Value at Risk. 43.Credit Risk. 44.Credit Derivatives. 45