28 results in The Mathematics of Financial Derivatives
16 - Options with Transaction Costs
- from Part Three - Further Option Theory
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18 - Convertible Bonds
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- 29 September 1995, pp 286-294
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Bibliography
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- 29 September 1995, pp 308-311
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Hints to Selected Exercises
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10 - Binomial Methods
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12 - Barrier Options
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- 29 September 1995, pp 206-212
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2 - Asset Price Random Walks
- from Part One - Basic Option Theory
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- 29 September 1995, pp 18-32
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Part Three - Further Option Theory
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- 29 September 1995, pp 195-196
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Index
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- 29 September 1995, pp 312-317
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Part Two - Numerical Methods
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- 29 September 1995, pp 133-134
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11 - Exotic and Path-dependent Options
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- 29 September 1995, pp 197-205
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3 - The Black–Scholes Model
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- 29 September 1995, pp 33-57
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Part One - Basic Option Theory
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- 29 September 1995, pp 1-2
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1 - An Introduction to Options and Markets
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- 29 September 1995, pp 3-17
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13 - A Unifying Framework for Path-dependent Options
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- 29 September 1995, pp 213-221
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5 - The Black–Scholes Formulæ
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- 29 September 1995, pp 71-89
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9 - Methods for American Options
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- 29 September 1995, pp 165-179
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Part Four - Interest Rate Derivative Products
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- 29 September 1995, pp 263-264
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Contents
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6 - Variations on the Black–Scholes Model
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- 29 September 1995, pp 90-105
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