Implementing Derivatives Models (Innbundet)

Serie: Wiley Series in Financial Engineering 



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Forfatter: og
Innbinding: Innbundet
Utgivelsesår: 1998
Antall sider: 330
Forlag: John Wiley and Sons Ltd
Språk: Engelsk
Serie: Wiley Series in Financial Engineering
ISBN/EAN: 9780471966517
Omtale Implementing Derivatives Models
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.

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