4666 results in Mathematical finance
24 - Finite difference methods for the Black–Scholes PDE
-
- Book:
- An Introduction to Financial Option Valuation
- Published online:
- 05 June 2012
- Print publication:
- 15 April 2004, pp 257-266
-
- Chapter
- Export citation
8 - Black–Scholes PDE and formulas
-
- Book:
- An Introduction to Financial Option Valuation
- Published online:
- 05 June 2012
- Print publication:
- 15 April 2004, pp 73-86
-
- Chapter
- Export citation
![](https://assets.cambridge.org/97805218/38849/cover/9780521838849.jpg)
An Introduction to Financial Option Valuation
- Mathematics, Stochastics and Computation
-
- Published online:
- 05 June 2012
- Print publication:
- 15 April 2004
7 - Asset price model: Part II
-
- Book:
- An Introduction to Financial Option Valuation
- Published online:
- 05 June 2012
- Print publication:
- 15 April 2004, pp 63-72
-
- Chapter
- Export citation
10 - The Greeks
-
- Book:
- An Introduction to Financial Option Valuation
- Published online:
- 05 June 2012
- Print publication:
- 15 April 2004, pp 99-104
-
- Chapter
- Export citation
Contents
-
- Book:
- An Introduction to Financial Option Valuation
- Published online:
- 05 June 2012
- Print publication:
- 15 April 2004, pp vii-xii
-
- Chapter
- Export citation
3 - Random variables
-
- Book:
- An Introduction to Financial Option Valuation
- Published online:
- 05 June 2012
- Print publication:
- 15 April 2004, pp 21-32
-
- Chapter
- Export citation
1 - Option
-
- Book:
- An Introduction to Financial Option Valuation
- Published online:
- 05 June 2012
- Print publication:
- 15 April 2004, pp 1-10
-
- Chapter
- Export citation
15 - Monte Carlo method
-
- Book:
- An Introduction to Financial Option Valuation
- Published online:
- 05 June 2012
- Print publication:
- 15 April 2004, pp 141-150
-
- Chapter
- Export citation
Preface
-
- Book:
- An Introduction to Financial Option Valuation
- Published online:
- 05 June 2012
- Print publication:
- 15 April 2004, pp xvii-xxii
-
- Chapter
- Export citation
17 - Cash-or-nothing options
-
- Book:
- An Introduction to Financial Option Valuation
- Published online:
- 05 June 2012
- Print publication:
- 15 April 2004, pp 163-172
-
- Chapter
- Export citation
12 - Risk neutrality
-
- Book:
- An Introduction to Financial Option Valuation
- Published online:
- 05 June 2012
- Print publication:
- 15 April 2004, pp 115-122
-
- Chapter
- Export citation
References
-
- Book:
- An Introduction to Financial Option Valuation
- Published online:
- 05 June 2012
- Print publication:
- 15 April 2004, pp 267-270
-
- Chapter
- Export citation
9 - More on hedging
-
- Book:
- An Introduction to Financial Option Valuation
- Published online:
- 05 June 2012
- Print publication:
- 15 April 2004, pp 87-98
-
- Chapter
- Export citation
Index
-
- Book:
- An Introduction to Financial Option Valuation
- Published online:
- 05 June 2012
- Print publication:
- 15 April 2004, pp 271-273
-
- Chapter
- Export citation
13 - Solving a nonlinear equation
-
- Book:
- An Introduction to Financial Option Valuation
- Published online:
- 05 June 2012
- Print publication:
- 15 April 2004, pp 123-130
-
- Chapter
- Export citation
A PERIODIC-REVIEW INVENTORY SYSTEM WITH SUPPLY INTERRUPTIONS
-
- Journal:
- Probability in the Engineering and Informational Sciences / Volume 18 / Issue 1 / January 2004
- Published online by Cambridge University Press:
- 22 January 2004, pp. 33-53
-
- Article
- Export citation
UNIFORM ESTIMATES FOR THE TAIL PROBABILITY OF MAXIMA OVER FINITE HORIZONS WITH SUBEXPONENTIAL TAILS
-
- Journal:
- Probability in the Engineering and Informational Sciences / Volume 18 / Issue 1 / January 2004
- Published online by Cambridge University Press:
- 22 January 2004, pp. 71-86
-
- Article
- Export citation
RUIN PROBABILITY UNDER COMPOUND POISSON MODELS WITH RANDOM DISCOUNT FACTOR
-
- Journal:
- Probability in the Engineering and Informational Sciences / Volume 18 / Issue 1 / January 2004
- Published online by Cambridge University Press:
- 22 January 2004, pp. 55-70
-
- Article
- Export citation
PICKING CLUMPY ORDERS ON A CAROUSEL
-
- Journal:
- Probability in the Engineering and Informational Sciences / Volume 18 / Issue 1 / January 2004
- Published online by Cambridge University Press:
- 22 January 2004, pp. 1-11
-
- Article
- Export citation