Derivatives, models on models
Derivatives Models on Models takes a theoretical and practical look at some of the latest and most important ideas behind derivatives pricing models. In each chapter the author highlights the latest thinking and trends in the area. A wide range of topics are covered, including valuation methods on s...
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| Format: | eBook |
| Language: | English |
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Chichester, England
J. Wiley
2007
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| Collection: | O'Reilly - Collection details see MPG.ReNa |
| Summary: | Derivatives Models on Models takes a theoretical and practical look at some of the latest and most important ideas behind derivatives pricing models. In each chapter the author highlights the latest thinking and trends in the area. A wide range of topics are covered, including valuation methods on stocks paying discrete dividend, Asian options, American barrier options, Complex barrier options, reset options, and electricity derivatives. The book also discusses the latest ideas surrounding finance like the robustness of dynamic delta hedging, option hedging, negative probabilities and space-t |
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| Item Description: | Title from title screen. - Includes link to CD contents |
| Physical Description: | 386 pages |
| ISBN: | 0470065478 9781118836828 9780470065471 9781282345614 1282345613 |