Financial Derivatives : Tianjin Philosophy and Social Science Planning Project: TJGL16-034

Description

Yongxin Yan, Professor, Ph.D., Tianjin Normal University, the main research direction is financial engineering. He proposed a series of closed American option pricing models. For example, the closed American option pricing model on dividend stock (2008), closed American exchange rate option pricing model (2009), closed Bermudan option pricing model (2010), and closed fractional American option pricing model (2013). He established pricing relationships between American, European and Bermuda option (2013). He proposed closed general American option pricing model (2016), closed American foreign equity option pricing model (2015,2016), closed American equity warrants pricing model, closed American convertible bond pricing model, early loans spreads pricing model, closed American interest rate limitations and swaptions pricing model (2014), and fractional segmented volatility long-term options pricing models (2016). He written Chinese book (2013) and many universities use the book as graduate or undergraduate textbook. He published papers more than 10.

Details

Author(s)
Yongxin Yan
Format
Paperback | 188 pages
Dimensions
150 x 220 x 11mm | 296g
Publication date
03 Dec 2016
Publisher
LAP Lambert Academic Publishing
Language
English
ISBN10
3330004207
ISBN13
9783330004207