Options Theory

€ 187,99
Lieferbar innert 2 Wochen
Januar 2003



A unified development of the subject, presenting the theory of options in each of the different forms and stressing the equivalence between each of the methodologies.* Demystifies some of the more complex topics.* Derives practical, tangible results using the theory, to help practitioners in problem solving.* Applies the results obtained to the analysis and pricing of options in the equity, currency, commodity and interest rate markets.* Gives the reader the analytical tools and technical jargon to understand the current technical literature available.* Provides a user-friendly reference on option theory for practicing investors and traders.


Part 1 Elements of Option Theory.
Option Basics.
Stock Price Distribution.
Principles of Option Pricing.
The Black Scholes Method.
American Options.
Part 2 Numerical Methods.
The Binomial Model.
Numerical Solutions of the Black Scholes Equation.
Variable Volatility.
Monte Carlo.
Part 3 Applications: Exotic Options.
Simple Exotics.
Two Asset Options.
Currency Translated Optons.
Options on One Asset at Two Points in Time.
Barriers: Simple European Options.
Barriers: Advanced Options.
Asian Options.
Passport Options.
Part 4 Stochastic Theory.
Discrete Time Models.
Brownian Motion.
Transition to Continuous Time.
Stochastic Calculus.
Equivalent Measures.
Axiomatic Option Theory.
Mathematical Appendix.
Bibliography and References.


Peter James was educated at Magdalen College, Oxford and at University College, London. His first degrees are in Theoretical Physics and in Econometrics and Statistics, and he has a PhD in Relativistic Quantum Mechanics.
He was formerly head of International Investment Banking at NationsBank (now Bank of America).
He has many years experience in the derivatives markets at Merrill Lynch, DKB Financial Products and Credit Agricole Lazard Financial Products, where he is currently Head of Risk Management.
EAN: 9780471492894
ISBN: 0471492892
Untertitel: Sprache: Englisch.
Erscheinungsdatum: Januar 2003
Seitenanzahl: 350 Seiten
Format: gebunden
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