ISBN: 9780244741587 - applied quantitative finance for equity derivatives, second edition (13 résultats)

Etat : New.

Etat : As New. Unread book in perfect condition.

Hardback. Etat : New.

Etat : New.

Etat : New.

Etat : As New. Unread book in perfect condition.

Etat : New. In English.

Gebunden. Etat : New. KlappentextrnrnRevised and corrected in December 2018, this book presents the most significant equity derivatives models used these days. It is not a book around esoteric or cutting-edge models, but rather a book on relatively simple and standar.

Buch. Etat : Neu. Neuware - Revised and corrected in December 2018, this book presents the most significant equity derivatives models used these days. It is not a book around esoteric or cutting-edge models, but rather a book on relatively simple and standard models, viewed from the angle of a practitioner.A few key subjects explained in this book are: cash dividends for European, American, or exotic options; issues of the Dupire local volatility model and possible fixes; finite difference techniques for American options and exotics; Non-parametric regression for American options in Monte-Carlo, randomized simulations; the particle method for stochastic-local-volatility model with quasi-random numbers; numerical methods for the variance and volatility swaps; quadratures for options under stochastic volatility models; VIX options and dividend derivatives; backward/forward representation of exotics.This second edition adds new arbitrage-free implied volatility interpolations, and covers various warrants, such as CBBCs.…

Hardback. Etat : New.

HRD. Etat : New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.

HRD. Etat : New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.

Hardback. Etat : New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days.