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Hedging with Trees: Advances in Pricing and Risk Managing Derivatives (Paperback)

Edité par Risk Books, United Kingdom, 1998
ISBN 10: 1899332022 / ISBN 13: 9781899332021
Neuf(s) / Paperback / Quantité : 1
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Titre : Hedging with Trees: Advances in Pricing and ...

Éditeur : Risk Books, United Kingdom

Date d'édition : 1998

Reliure : Paperback

Etat du livre : New

Description :

Language: N/A. Brand New Book. This is a collection of over 35 articles encapsulating recent advances in financial derivatives, selected by two well-represented academics. It includes information on advances in exotic options, computational techniques, VAR and capital management. Other topics include: volatility and correlation, market risk, interest rate models and derivatives, and Parisian pricing. N° de réf. du libraire AAU9781899332021

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Synopsis : This is a collection of over 35 articles encapsulating recent advances in financial derivatives, selected by two well-represented academics. It includes information on advances in exotic options, computational techniques, VAR and capital management. Other topics include: volatility and correlation, market risk, interest rate models and derivatives, and Parisian pricing.

Note de l'éditeur: A useful collection of 35+ articles encapsulating recent advances in financial derivatives, selected by two well-respected academics.
* The best articles on innovations in financial derivatives published in Risk magazine, 1996-98
* Includes advances in exotic options, computational techniques, VAR and capital management

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