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Implementing Derivatives Models de L Clewlow

Implementing Derivatives Models: Wiley Series in Financial Engineering

Autor L Clewlow
en Limba Engleză Hardback – 28 apr 1998
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.
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Specificații

ISBN-13: 9780471966517
ISBN-10: 0471966517
Pagini: 330
Dimensiuni: 170 x 244 x 18 mm
Greutate: 0.54 kg
Editura: Wiley
Seria Wiley Series in Financial Engineering

Locul publicării:Chichester, United Kingdom

Public țintă

Institutional Investors, Traders, Brokers, Controllers, Accountants, Lawyers and Regulators, Academics working in the Finance area.