Implementing Derivative Models
Chris (Financial Options Research Centre, Warwick University, UK) Strickland, Les (Financial Options Research Centre, Warwick University, UK) Clewlow
John Wiley & Sons Inc, 1998
149,25 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9780471966517
- ISBN-10
- 0471966517
- Publisher
- John Wiley & Sons Inc
- Year
- 1998
- Publication date
- 1998-04-29
- Pages
- 336
- Dimensions
- 177x252x23
- Weight
- 698