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Derivatives: Models on Models

Derivatives: Models on Models

Hardcover

Series: Wiley Finance

Investing & Finance

ISBN10: 0470013222
ISBN13: 9780470013229
Publisher: Wiley
Published: Jun 1 2007
Pages: 384
Weight: 2.33
Height: 1.11 Width: 7.61 Depth: 9.88
Language: English
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 space-time finance. The accompanying CD-ROM with additional Excel sheets includes the mathematical models covered in the book.

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Investing & Finance