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Index
Cover
Frontmatter
1. Option Pricing
1. Derivatives
2. Introduction to Option Management
3. Basic Concepts of Probability Theory
4. Stochastic Processes in Discrete Time
5. Stochastic Integrals and Differential Equations
6. Black-Scholes Option Pricing Model
7. Binomial Model for European Options
8. American Options
9. Exotic Options
10. Models for the Interest Rate and Interest Rate Derivatives
2. Statistical Model of Financial Time Series
11. Financial Time Series Models
12. ARIMA Time Series Models
13. Time Series with Stochastic Volatility
3. Selected Financial Applications
14. Value at Risk and Backtesting
15. Copulae and Value at Risk
16. Statistics of Extreme Risks
17. Volatility Risk of Option Portfolios
18. Portfolio Credit Risk
Backmatter
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