SYLLABUS
Previous:
4.7 Exercises
Up:
4 EUROPEAN OPTION PAYOFF
Next:
4.9 Quick intermediate evaluation
4.8 Further reading and links
Option pricing.
General: Hull
[
11
], Cox and Rubenstein
[
6
].
Stock: Wilmott
[
24
].
Bonds: Rebonato
[
19
].
Numerial methods.
Finite-differences, Monte-Carlo:
Jaun
[
12
]
and references therein, Wilmott
[
24
].
SYLLABUS Previous: 4.7 Exercises
Up: 4 EUROPEAN OPTION PAYOFF
Next: 4.9 Quick intermediate evaluation
[11],
Cox and Rubenstein
[6].
[24].
[19].
and references therein,
Wilmott
[24].