Book contents
- Frontmatter
- Contents
- Preface
- The parable of the bookmaker
- Chapter 1 Introduction
- Chapter 2 Discrete processes
- Chapter 3 Continuous processes
- Chapter 4 Pricing market securities
- Chapter 5 Interest rates
- Chapter 6 Bigger models
- Appendices
- A1 Further reading
- A2 Notation
- A3 Answers to exercises
- A4 Glossary of technical terms
- Index
A3 - Answers to exercises
Published online by Cambridge University Press: 05 February 2014
- Frontmatter
- Contents
- Preface
- The parable of the bookmaker
- Chapter 1 Introduction
- Chapter 2 Discrete processes
- Chapter 3 Continuous processes
- Chapter 4 Pricing market securities
- Chapter 5 Interest rates
- Chapter 6 Bigger models
- Appendices
- A1 Further reading
- A2 Notation
- A3 Answers to exercises
- A4 Glossary of technical terms
- Index
Summary
- Type
- Chapter
- Information
- Financial CalculusAn Introduction to Derivative Pricing, pp. 209 - 215Publisher: Cambridge University PressPrint publication year: 1996