Derivatives Models on Models


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Derivatives Models on Models takes a theoretical andpractical look at some of the latest and most important ideasbehind derivatives pricing models. In each chapter the authorhighlights the latest thinking and trends in the area. A wide rangeof topics are covered, including valuation methods on stocks payingdiscrete dividend, Asian options, American barrier options, Complexbarrier options, reset options, and electricity derivatives. The book also discusses the latest ideas surrounding financelike the robustness of dynamic ...

Derivatives Models on Models 2007, Wiley

ISBN-13: 9780470013229