TY - BOOK AU - Briys,Eric TI - Options, futures, and exotic derivatives: theory, application and practice SN - 0471969095 (cloth : alk. paper) AV - HG6024.A3 O653 1998 U1 - 332.63228 PY - 1998/// CY - Chichester, New York PB - Wiley KW - Options (Finance) KW - Futures KW - Derivative securities N1 - Series statement from jacket; Includes bibliographical references (p. [425]-440) and index; TOC; 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; BA UR - http://www.loc.gov/catdir/description/wiley033/97044712.html UR - http://www.loc.gov/catdir/toc/onix04/97044712.html UR - http://www.loc.gov/catdir/enhancements/fy0705/97044712-b.html UR - http://www.worldcat.org/title/options-futures-and-exotic-derivatives-theory-application-and-practice/oclc/37820139&referer=brief_results ER -