Introduction | |
The role of protecting financial portfolios | |
Black-Scholes & Merton model | |
European style of options | |
Analysis of dependence of option prices on model parameters | |
Option pricing under transaction costs | |
Modeling & pricing exotic financial derivatives | |
Short interest rate modeling | |
Pricing of interest rate derivatives | |
American types of derivative securities | |
Numerical methods for pricing of simple derivatives | |
Non-linear extensions of the Black-Scholes pricing model | |
Transformation methods for pricing American options | |
Calibration of interest rate & term structure models | |
Advanced topics in the term structure modeling | |
Index | |
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