TY  - BOOK
AU  - Price John F
TI  - Derivatives and financial mathematics
SN  - 1560725117
AV  - HG6024.A3 
U1  - 332.64/5 
PY  - 1997///
CY  - Commack, NY
PB  - Nova Science Publishers
KW  - Derivative securities
KW  - Business mathematics
N1  - Papers presented at a conference held by the American Mathematical Society at the University of Iowa on Mar. 22-23, 1996; Includes bibliographical references and index; The Case of the Missing Ten Pounds / John H. Watson -- Optional Mathematics is Not Optional / John F. Price -- Models of the Term Structure of Interest Rates: A Survey / Mukarram Attari -- Insurance Derivatives / Thomas O'Brien -- Emerging Opportunities in Computational Finance for Mathematics Graduates / Anand M. Vijh -- Lattice Methods for Exotic Options / Robert Benhenni and Anlong Li -- Pricing Perpetual Options on Two Stocks / Hans U. Gerber and Elias S. W. Shiu -- A Semilinear Evolution Equation for General Derivative Contracts / Valery A. Kholodnyi -- Random Field Formulation for the Term Structure of Interest Rates / Valery A. Kholodnyi and Milan N. Lukic -- Using Stock Price as Numeraire in Option Pricing Models with Nonconstant Volatility / Anlong Li -- Efficient Valuation of Options Using Quasirandom Sequences / Steven H. Zhu
ER  -