| Securities Markets, Financial Innovation and the Trading Activity. The Dynamics of Assets and Derivative Assets Prices. Applications to Asset and Derivative Asset Pricing in Complete Markets. Analytical European Models in Derivative Asset Pricing Theories and Their Applications. Application of European Analytical Models to the Valuation of American Options With and Without Dividends and Their Applications. Generalisation of Analytical Option Pricing Models to Stochastic Interest Rates and Their Applications. Applications and Generalisation of Analytical Models to Stochastic Volatilities and Interest Rates. The Lattice Approach and the Binomial Model. Numerical Methods and the Pricing of American Options. |
It seems to me this book uses numerical techniques like binomial tree, numerical integration. analytical
solutions probably are for Black-Scholes model. These are not too popular any more these days.
[em04][em04]
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