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Options, futures, and exotic derivatives : theory, application and practice / E. Briys ... [et al.]. - Chichester ; New York : Wiley, c1998. - xxi, 449 p. : ill. ; 25 cm. - [Wiley frontiers in finance] .

Series statement from jacket.

Includes bibliographical references (p. [425]-440) and index.

Ch. 1. Financial Markets, Innovation and Trading Activity --
Ch. 2. The Dynamics of Asset Prices: Analysis and Applications --
Ch. 3. Applications to Asset and Derivative Asset Pricing in Complete Markets --
Ch. 4. Asset Pricing in Complete Markets: Changing Numeraire and Time --
Ch. 5. Analytical European Option Pricing Models --
Ch. 6. Monitoring and Management of Option Positions --
Ch. 7. Extension to American Options: Dividends and Early Exercise --
Ch. 8. Generalization to Stochastic Interest Rates --
Ch. 9. Pricing Corporate Bonds --
Ch. 10. Pricing Insurance Linked Bonds --
Ch. 11. Further Generalization to Jump Processes, Stochastic Volatilities and Information Costs --
Ch. 12. The Lattice Approach and the Binomial Model TOC



ISBN: 0471969095 (cloth : alk. paper) 9780471969099 0471969087 (pbk. : alk. paper) 9780471969082

LCCN: 97044712

Subjects--Topical Terms:
Options (Finance)
Futures.
Derivative securities.

LC Class. No.: HG6024.A3 / O653 1998

Dewey Class. No.: 332.63228 / OPT 1998