Implementing Derivative Models

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Implementing Derivative Models

Implementing Derivative Models

Name: Implementing Derivative Models
ISBN: 9780471966517

Les Clewlow, Chris Strickland

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Derivatives markets are continuing to expand all over the world. In particular the over-the-counter market in complex/exotic options is continuing to expand both in volume and complexity. New and more complex options continue to appear and they generally require numerical techniques to price and hedge. 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.

种类:

Business & Economics

年:

1998

出版社:

John Wiley & Sons

语言:

english

页:

330

ISBN 10:

0471966517