Implementing Derivative Models

by Les Clewlow (Author), Chris Strickland (Author)

New
Hardcover
1998
$125.53

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.

Synopsis

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.

$125.53

Quantity

20+ in stock

More Information

Format: Hardcover
Pages: 330
Publisher: John Wiley & Sons
Published: 29 Apr 1998
ISBN 10: 0471966517
ISBN 13: 9780471966517

Implementing Derivative Models

New

$125.53

Synopsis

$125.53

More Information