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BRIYS NOTES:

CHAPTER 2: THE DYNAMICS OF ASSET PRICES


CHAPTER 3: APPLICATIONS TO ASSET PRICING IN COMPLETE MARKETS
Chapter 5: Black Scholes

Caps and floors:

Convertible bonds:

Blacks model and forwards/futures


Chapter 6: The Greeks
Chapter 7: American Options

Chpater 8: Stochastic Interest Rates


Chapter 9: Pricing Corporate Bonds
Chapter 11: Jump processes, stochastic volatilities
Chapter 15: Rainbow Options
Chapter 17: Quantos
Chapter 19: Lookback Options
Chapter 20: Asian Options

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