Pricing Derivative Securities 衍生证 券定价.pdf

PRICING DERIVATIVE SECURITIES S E C O N D E D I T I O N This page intentionally left blankThis page intentionally left blank T W University of Virginia. USA PRICING DERIVATIVE SECURITIES S E C O N D E D I T I O N World Scientific N E W J E R S E Y * LONDON * SINGAPORE * BElJlNG * SHANGHAI * HONG KONG * TAIPEI * CHENNAI Published by World Scientific Publishing Co. Pte. Ltd. 5 Toh Tuck Link, Singapore 596224 USA office: 27 Warren Street, Suite 401-402, Hackensack, NJ 07601 UK office: 57 Shelton Street, Covent Garden, London WC2H 9HE Library of Congress Cataloging-in-Publication Data Epps, T. W. Pricing derivative securities / by Thomas W. Epps. --2nd ed. p. cm. ISBN-13 978-981-270-033-9 -- ISBN-10 981-270-033-1 1. Derivative securities--Prices--Mathematical models. I. Title. HG6024.A3E66 2007 332.6457--dc22 2007006660 British Library Cataloguing-in-Publication Data A catalogue record for this book is available from the British Library. Copyright © 2007 by World Scientific Publishing Co. Pte. Ltd. All rights reserved. This book, or parts thereof, may not be reproduced in any form or by any means, electronic or mechanical, including photocopying, recording or any information storage and retrieval system now known or to be invented, without written permission from the Publisher. For photocopying of material in this volume, please pay a copying fee through the Copyright Clearance Center, Inc., 222 Rosewood Drive, Danvers, MA 01923, USA. In this case permission to photocopy is not