Name: Implementing Derivative Models (Wiley Series in Financial Engineering) (en Inglés)
SKU: 1563524
Price: 163.68 USD
Availability: InStock
Author: Les Clewlow; Chris Strickland
ISBN: 9780471966517

portada Implementing Derivative Models (Wiley Series in Financial Engineering) (en Inglés)

Implementing Derivative Models (Wiley Series in Financial Engineering) (en Inglés)

Formato

Libro Físico

Editorial

John Wiley & Sons Inc

Autor

Les Clewlow; Chris Strickland

Año

1998

Idioma

Inglés

N° páginas

330

Encuadernación

Tapa Dura

Peso

ISBN

0471966517

ISBN13

9780471966517

N° edición

Implementing Derivative Models (Wiley Series in Financial Engineering) (en Inglés)

Les Clewlow; Chris Strickland (Autor) · John Wiley & Sons Inc · Tapa Dura

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Reseña del libro "Implementing Derivative Models (Wiley Series in Financial Engineering) (en Inglés)"

Implementing Derivatives Models Les Clewlow and Chris Strickland Derivatives markets, particularly the over-the-counter market in complex or exotic options, are continuing to expand rapidly on a global scale, However, the availability of information regarding the theory and applications of the numerical techniques required to succeed in these markets is limited. This lack of information is extremely damaging to all kinds of financial institutions and consequently there is enormous demand for a source of sound numerical methods for pricing and hedging. Implementing Derivatives Models answers this demand, providing comprehensive coverage of practical pricing and hedging techniques for complex options. Highly accessible to practitioners seeking the latest methods and uses of models, including * The Binomial Method * Trinomial Trees and Finite Difference Methods * Monte Carlo Simulation * Implied Trees and Exotic Options * Option Pricing, Hedging and Numerical Techniques for Pricing Interest Rate Derivatives * Term Structure Consistent Short Rate Models * The Heath, Jarrow and Morton Model Implementing Derivatives Models is also a potent resource for financial academics who need to implement, compare, and empirically estimate the behaviour of various option pricing models. Finance/Investment