SOLUTIONS MANUAL for Introduction to Stochastic Finance with Market Examples 2nd Edition by Nicolas Privault
HERE IS SAMPLE CHAPTER 1
TABLE OF CONTENTS:
Chapter 1. Assets, Portfolios, and Arbitrage.
Chapter 2. Discrete-Time Market Model.
Chapter 3. Pricing and Hedging in Discrete Time.
Chapter 4. Brownian Motion and Stochastic Calculus.
Chapter 5. Continuous-Time Market
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SOLUTIONS MANUAL for Introduction to Stochastic Finance with Market Examples 2nd Edition by Nicolas Privault
HERE IS SAMPLE CHAPTER 1
TABLE OF CONTENTS:
Chapter 1. Assets, Portfolios, and Arbitrage.
Chapter 2. Discrete-Time Market Model.
Chapter 3. Pricing and Hedging in Discrete Time.
Chapter 4. Brownian Motion and Stochastic Calculus.
Chapter 5. Continuous-Time Market Model.
Chapter 6. Black-Scholes Pricing and Hedging.
Chapter 7. Martingale Approach to Pricing and Hedging.
Chapter 8. Stochastic Volatility.
Chapter 9. Volatility Estimation.
Chapter 10. Maximum of Brownian motion.
Chapter 11. Barrier Options.
Chapter 12. Lookback Options.
Chapter 13. Asian Options.
Chapter 14. Optimal Stopping Theorem.
Chapter 15. American Options.
Chapter 16. Change of Numéraire and Forward Measures.
Chapter 17. Short Rates and Bond Pricing.
Chapter 18. Forward Rates.
Chapter 19. Pricing of Interest Rate Derivatives.
Chapter 20. Stochastic Calculus for Jump Processes.
Chapter 21. Pricing and Hedging in Jump Models.
Chapter 22. Basic Numerical Methods.
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