Book contents
- Frontmatter
- Contents
- List of Contributors
- Introduction
- Part one Option Pricing: Theory and Practice
- 1 Arbitrage Theory
- 2 Market Models with Frictions: Arbitrage and Pricing Issues
- 3 American Options: Symmetry Properties
- 4 Purely Discontinuous Asset Price Processes
- 5 Latent Variable Models for Stochastic Discount Factors
- 6 Monte Carlo Methods for Security Pricing
- Part two Interest Rate Modeling
- Part three Risk Management and Hedging
- Part four Utility Maximization
1 - Arbitrage Theory
from Part one - Option Pricing: Theory and Practice
Published online by Cambridge University Press: 29 January 2010
Book contents
- Frontmatter
- Contents
- List of Contributors
- Introduction
- Part one Option Pricing: Theory and Practice
- 1 Arbitrage Theory
- 2 Market Models with Frictions: Arbitrage and Pricing Issues
- 3 American Options: Symmetry Properties
- 4 Purely Discontinuous Asset Price Processes
- 5 Latent Variable Models for Stochastic Discount Factors
- 6 Monte Carlo Methods for Security Pricing
- Part two Interest Rate Modeling
- Part three Risk Management and Hedging
- Part four Utility Maximization
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- Handbooks in Mathematical FinanceOption Pricing, Interest Rates and Risk Management, pp. 3 - 42Publisher: Cambridge University PressPrint publication year: 2001
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