Derivatives Models on Models
Inbunden bok. John Wiley & Sons. 1 uppl. 2007. 384 sidor.
Nyskick. Skyddsomslag i nyskick.
PRESENTSKICK.
This book 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 is covered, including valuation methods on stocks pricing 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 dynamic Alta hedging, option hedging, negative probabilities and spacetime finance. CD medföljer ej.
På engelska.
Förlagsfakta
- ISBN
- 9780470013229
- Titel
- Derivatives Models on Models
- Författare
- Espen Gaarder Haug
- Förlag
- John Wiley & Sons
- Utgivningsår
- 2007
- Omfång
- 384 sidor
- Bandtyp
- Inbunden
- Vikt
- 500 g
- Språk
- English
