Implementing Derivatives Models (BOK)

Les Clewlow, Chris Strickland

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Derivatives markets are continuing to expand all over the world. In particular the over-the-counter market in complex/exotic options is continuing to expand both in volume and complexity. New and more complex options continue to appear and they generally require numerical techniques to price and hedge. This text provides up-to-date coverage of the latest techniques in option modelling, including the Monte Carlo and Binomial methods. It is a source of practical pricing and hedging techniques for complex options, including interest rate exotics.

Produktfakta

Språk Engelsk Engelsk Innbinding Innbundet
Utgitt 1998 Forfatter Chris Strickland, Les Clewlow
Forlag
FROMMER'S
ISBN 9780471966517
Antall sider 330 Dimensjoner 17,7cm x 25,1cm x 2,6cm
Vekt 734 gram Leverandør Bertram Trading Ltd
Emner og form Stocks & shares