最 低 价：￥33.80
定 价：￥69.00
作 者：（英）姆斯拉（Musiela,M.)，（澳）鲁科沃斯奇（Rutkowski,M.) 著 著
出 版 社：世界图书出版公司
出版时间：2007-5-1
I S B N：9787506283076
| Preface of the First Edition Perface of the Second Edition PartⅠ.Psot to the Futures Markets 1. An Introduction to Financial Derivatives 1.1 Options 1.2 Futures Contracts and Options 1.3 Forward Contracts 1.4 Call and Put Spot Options 1.4.1 One-period Spot Market 1.4.2 Replicating Portfolios 1.4.3 Martingale Measure for a Spot Market 1.4.4 Absence of Arbitrage 1.4.5 Optimality of Replication 1.4.6 Put Option 1.5 Futures Call and Put Options 1.5.1 Futures Contracts and Futures Prices 1.5.2 One-period Futures Market 1.5.3 Martingale Measure for a Futures Market 1.5.4 Absence of Arbitrage 1.5.5 One-period Spot/Futures Market 1.6 Forward Contracts 1.6.1 Forward Price 1.7 Options of American Style 2. The Cox-Ross-Rubinstein Model 2.1 The CRR Model of a Stock Price 2.1.1 The CRR Option Pricing Formula 2.1.2 The Black-Scholes Option Pricing Formula 2.2 Probabilistic Approach 2.2.1 Martingale Measure 2.2.2 Risk-neutral Valuation Formula 2.3 the Blace -Scholes Option Pricing Formula 2.4 Valuation of American Options 2.4.1 American Call Preface 2.4.2 American Put Options 2.4.3 America Claim 2.5 Options on a Dividend-paying Stock 2.6 Finite Spot Markets …… 3. Benchmar Models in Continuous Time 4. Freign Market derivatives 5. American Options 6. Exotic Options 7. Volatility Risk 8. Continuous-time Security Markets PartⅡ Fixes-income Markets 9. Inerest Rates and related Contracts 10 Short-term Rate Models 11. Models of Instantaneous Forwars Rates 12. Market LIBOR Models 13. Alternative Market Models 14. Cross-currency Dericativer PartⅢ APPENDICES References Index |
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