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BICs 4 Derivatives
Vol II: Applications
Table of Contents:
Module I: Derivatives Pricing with BICs
Chapter I: Barrier related Options
Chapter II: Mortgage backed Securities
Chapter III: American Options
Chapter IV: Passport Options
Chapter V: Moments based Derivatives
Module II: Calibration with BICs
Chapter VI: Interpolation theory
Chapter VII: Derivatives Calibration
Module III: Risk Management with BICs
Chapter VIII: Incomplete markets hedging with BICs
Chapter IX: Portfolio Optimization
Chapter XI: Other Risk management issues: VAR.
Module IV: Derivatives Accounting
Chapter XI: BICs, FAS 133& IAS 39/ Derivatives marking to market
Module V: BICs systems architecture
Chapter XII: Pricing Risk Management Systems- Exchange and trading systems
Appendices
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