Implementing derivative models
Auteur :
Clewlow, Les / Strickland, Chris
Éditeur :
John Wiley & Sons Inc
ISBN :
9780471966517
Date de publication :
29 avr. 1998
Dimensions :
25,3 x 17,8 x 2,5 cm
Poids :
709 g
Langue :
Anglais
Pays d'origine :
USA
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.