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

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ISBN 10: 1899332022 / ISBN 13: 9781899332021
Edité par Risk Books, United Kingdom, 1998
Neuf(s) Etat : New Couverture souple
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A propos de cet article

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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Détails bibliographiques

Titre : Hedging with Trees: Advances in Pricing and ...

Éditeur : Risk Books, United Kingdom

Date d'édition : 1998

Reliure : Paperback

Etat du livre :New

A propos de ce titre

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.

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