內容簡介

圖書目錄
Preface
1 Introduction to Derivative Instruments
2 Financial Economics and Stochastic Calculus
3 Option Pricing Models: Blaek-Scholes-Merton Formulation
4 Path Dependent Options
5 American Options
6 Numerical Schemes for Pricing Options
7 Interest Rate Models and Bond Pricing
8 Interest Rate Derivatives: Bond Options, LIBOR and Swap Products
References
Author Index
Subject Index
……