Derivatives models on models
Derivatives Models on Models 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 are covered, including valuation methods on s...
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Chichester, England ; Hoboken, NJ :
John Wiley
c2007.
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| Edición: | 1st edition |
| Colección: | The Wiley Finance Series
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| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009627625206719 |
| Sumario: | Derivatives Models on Models 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 are covered, including valuation methods on stocks paying 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 delta hedging, option hedging, negative probabilities and |
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| Notas: | Description based upon print version of record. |
| Descripción Física: | 1 online resource (386 p.) |
| Bibliografía: | Includes bibliographical references and index. |
| ISBN: | 9781118836828 9781282345614 9786612345616 9780470065471 |
