Derivatives Models on Models

by

Write The First Customer Review

Derivatives Models on Models takes a theoretical and practical look at some of the latest and most important ideas behind derivatives pricing models. In each chapter the author highlights the latest thinking and trends in the area. A wide range of topics are covered, including valuation methods on stocks paying discrete dividend, Asian options, American barrier options, Complex barrier options, reset options, and electricity derivatives. The book also discusses the latest ideas surrounding finance like the robustness of ...

Derivatives Models on Models 2007, Wiley

ISBN-13: 9780470013229

Hardcover

Select