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Financial Derivatives - MaRDI portal

Financial Derivatives (Q5701575)

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scientific article; zbMATH DE number 2222772
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English
Financial Derivatives
scientific article; zbMATH DE number 2222772

    Statements

    title
    Financial Derivatives (English)
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    author
    Jamil Baz
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    George Chacko
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    publication date
    3 November 2005
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    zbMATH Keywords
    pricing
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    financial derivatives
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    Brownian motion
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    Itô calculus
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    martingales
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    Black-Scholes/Merton model
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    exotic option
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    interest rate models
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    interest rate derivatives
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    Identifiers

    Mathematics Subject Classification ID
    91B28
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    60G35
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    60H30
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    60H10
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    91-01
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    zbMATH DE Number
    2222772
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    OpenAlex ID
    W4246580877
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