American-Style Derivatives
Jerome Detemple
Taylor & Francis Inc, 2005
189,25 €On orderDelivery: 2-3 weeks
Offers a treatment of option pricing with an emphasis on the valuation of American options on dividend-paying assets. This book reviews valuation principles for European contingent claims and analyses the American contingent claims. It presents basic valuation principles for American options including barrier, capped, and multi-asset options.
- ISBN-13
- 9781584885672
- ISBN-10
- 158488567X
- Publisher
- Taylor & Francis Inc
- Year
- 2005
- Publication date
- 2005-12-09
- Pages
- 248
- Dimensions
- 234x156x
- Weight
- 498