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- 10/23/11
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Hi
I was wondering where I can find exercises + solutions to derivative pricing questions. I'm looking for a comprehensive book that focuses not on explaining the theory but a book that just has lots and lots of worked examples to questions. The topics I'm looking to cover are:
Here are some examples of the kind of questions I mean:
I was wondering where I can find exercises + solutions to derivative pricing questions. I'm looking for a comprehensive book that focuses not on explaining the theory but a book that just has lots and lots of worked examples to questions. The topics I'm looking to cover are:
No-arbitrage arguments, risk-neutral valuation and the martingale pricing approach applied to the pricing of equity derivatives (European call and put options, American options, exotic options), futures and forwards contracts, and interest rate derivatives (swaps, caps and floors, swaptions, etc...).Here are some examples of the kind of questions I mean: