Dimensions: 9. Highly accessible to practitioners seeking the latest uses of Monte Carlo and Binomial methods, this book is also a potent resource for financial academics who need to implement, examine and empirically estimate the behavior of various options pricing models. From the Inside Flap As the market for new derivative instruments continues to expand both in volume and complexity, traders and brokers everywhere are clamouring for sound numerical techniques to model, price and comfortably hedge complex, exotic options. Implementing Derivatives Models is the single comprehensive source of this application-oriented guidance.
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Would you also like to submit a review for this item? Amazon Giveaway allows you to run promotional giveaways in order to create buzz, reward your audience, and derivatiges new followers and customers. It has sat on a shelf since it was bought. AmazonGlobal Ship Orders Internationally. The writing and notation is clear and free of unnecessary staff. There was a problem filtering reviews right now.
Implementing DerivativesModels answers this demand, providing comprehensive coverage ofpractical pricing and hedging techniques for complex options. Watch list is full. No missing or damaged pages, no creases or tears, no underlining or highlighting of text, and no writing in the margins.
It is a source of practical pricing and hedging clwlow for complex options, including interest rate exotics. Linked Data More info about Linked Data. This lack of information isextremely damaging to all kinds of financial institutions andconsequently there is enormous demand for a source of soundnumerical methods for pricing and hedging.
Will usually dispatch within 2 working days of receiving cleared payment — opens in a new window or tab. May not post derivativea United States — Read item description or contact seller for postage options. The book cover has no visible wear, and the dust jacket if applicable is included for hard covers. Implementing derivatives models See all matjone4 has no other items for sale.
Amazon Advertising Find, attract, and engage customers. Please enter your name. Wiley; 1 edition June Language: Citations are based on reference standards. Implementing Derivative Models I would have liked to have seen more on alternatives to the lognormal model, however.
However, formatting rules can vary widely between applications and fields of interest or study. May have no implfmenting marks on the inside cover. TOP Related Posts.
Implementing Derivatives Models
Implementing Derivative Models