Implementing Derivative Models
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.
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.
Weitere Titel der Reihe: Wiley Series in Financial Engineering
Alle anzeigenAdvanced Credit Risk Analysis
Financial Approaches and Mathematical Models to Assess, Price, and Manage Credit Risk
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978-0-471-98723-9
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The Handbook of Equity Derivatives
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Derivatives Handbook
Risk Management and Control
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Derivatives Demystified
Using Structured Financial Products
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