Code: 02246839

Implementing Derivatives Models

Name: Implementing Derivatives Models
Brand: John Wiley & Sons Inc
SKU: 02246839
Price: 150.22 EUR
Availability: InStock

by Les Clewlow, Chris Strickland

Language: English
Binding: Hardback
Number of pages: 330
Publisher: John Wiley & Sons Inc, 1998
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150.22 €

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Book synopsis

Derivatives markets are continuing to expand all over the world. In particular the over-the-counter market in complex/exotic options is continuing to expand both in volume and complexity. New and more complex options continue to appear and they generally require numerical techniques to price and hedge. This text provides up-to-date coverage of the latest techniques in option modelling, including the Monte Carlo and Binomial methods. It is a source of practical pricing and hedging techniques for complex options, including interest rate exotics.