Financial Mathematics
Book Details
Author(s)
Ren-Raw Chen
Publisher
GSSI
ISBN / ASIN
0982546017
ISBN-13
9780982546017
Sales Rank
#3,638,387
Marketplace
United States 🇺🇸
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Description
1 Introduction 2 State Price Theory 3 Intertemporal CAPM 4 Continuous Time Math 5 Risk-Neutral Pricing 6 Term Structure of Interest Rates 7 Cox-Ingersoll-Ross and Vasicek Models 8 Term Structure Estimation 9 Numerical Methods 10 Interest Rate options 11 FX Math 12 No-arbitrage Interest Rate Models 13 Complex Options 14 Credit Risk Modeling 15 Greeks, P&L Attribution and Value-at-Risk 16 Liquidity Quantication
