Implementing Derivatives Models Les Clewlow and Chris Strickland Derivatives markets, particularly the over-the-counter market in complex or exotic options, are continuing to expand rapidly on a global scale, However, the availability of information regarding the theory and applications of the numerical techniques required to succeed in these markets is limited. This lack of information is extremely damaging to all kinds of financial institutions and consequently there is enormous demand for a source of sound numerical methods for pricing and hedging. Implementing Derivatives Models answers this demand, providing comprehensive coverage of practical pricing and hedging techniques for complex options. Highly accessible to practitioners seeking the latest methods and uses of models, including
* The Binomial Method
* Trinomial Trees and Finite Difference Methods
* Monte Carlo Simulation
* Implied Trees and Exotic Options
* Option Pricing, Hedging and Numerical Techniques for Pricing Interest Rate Derivatives
* Term Structure Consistent Short Rate Models
* The Heath, Jarrow and Morton Model
Implementing Derivatives Models is also a potent resource for financial academics who need to implement, compare, and empirically estimate the behaviour of various option pricing models. Finance/Investment
"Sinopsis" puede pertenecer a otra edición de este libro.
Les Clewlow and Chris Strickland both hold positions at the Financial Options Research Centre, Warwick University, UK, at the School of Finance and Economics, University of Technology Sydney, Australia, and the Instituto de Estudios Superiores de Administración, Caracas, Venezuela. They are also both principals of Lacima Consultants specialising in derivatives pricing and risk management education and software.
"Sobre este título" puede pertenecer a otra edición de este libro.
EUR 18,10 gastos de envío desde Estados Unidos de America a España
Destinos, gastos y plazos de envíoEUR 4,72 gastos de envío desde Reino Unido a España
Destinos, gastos y plazos de envíoLibrería: Better World Books, Mishawaka, IN, Estados Unidos de America
Condición: Good. Used book that is in clean, average condition without any missing pages. Nº de ref. del artículo: 14724311-6
Cantidad disponible: 1 disponibles
Librería: Better World Books, Mishawaka, IN, Estados Unidos de America
Condición: Very Good. Used book that is in excellent condition. May show signs of wear or have minor defects. Nº de ref. del artículo: 15792300-6
Cantidad disponible: 1 disponibles
Librería: SecondSale, Montgomery, IL, Estados Unidos de America
Condición: Very Good. Item in very good condition! Textbooks may not include supplemental items i.e. CDs, access codes etc. Nº de ref. del artículo: 00086811654
Cantidad disponible: 1 disponibles
Librería: Goodwill of Greater Milwaukee and Chicago, Racine, WI, Estados Unidos de America
Condición: good. Book is considered to be in good or better condition. The actual cover image may not match the stock photo. Hard cover books may show signs of wear on the spine, cover or dust jacket. Paperback book may show signs of wear on spine or cover as well as having a slight bend, curve or creasing to it. Book should have minimal to no writing inside and no highlighting. Pages should be free of tears or creasing. Stickers should not be present on cover or elsewhere, and any CD or DVD expected with the book is included. Book is not a former library copy. Nº de ref. del artículo: SEWV.0471966517.G
Cantidad disponible: 1 disponibles
Librería: Anybook.com, Lincoln, Reino Unido
Condición: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. With owner's name inside cover. In good all round condition. Dust jacket in fair condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,800grams, ISBN:9780471966517. Nº de ref. del artículo: 7094979
Cantidad disponible: 1 disponibles
Librería: books4less (Versandantiquariat Petra Gros GmbH & Co. KG), Welling, Alemania
Hardcover-Großformat. Condición: Gut. 309 Seiten Der Erhaltungszustand des hier angebotenen Werks ist trotz seiner Bibliotheksnutzung sehr sauber. Es befindet sich neben dem Rückenschild lediglich ein Bibliotheksstempel im Buch; ordnungsgemäß entwidmet. Originalschutzumschlag vorhanden. In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 750. Nº de ref. del artículo: 2138910
Cantidad disponible: 1 disponibles
Librería: Orion Tech, Kingwood, TX, Estados Unidos de America
hardcover. Condición: Good. Nº de ref. del artículo: 0471966517-3-33777375
Cantidad disponible: 1 disponibles
Librería: New Legacy Books, Annandale, NJ, Estados Unidos de America
Condición: Good. Fast shipping and order satisfaction guaranteed. A portion of your purchase benefits Non-Profit Organizations, First Aid and Fire Stations! Nº de ref. del artículo: 5FSZKH0006S2_ns
Cantidad disponible: 1 disponibles
Librería: Solr Books, Lincolnwood, IL, Estados Unidos de America
Condición: good. This book is in Good condition. There may be some notes and highligting but otherwise the book is in overall good condition. Nº de ref. del artículo: BCV.0471966517.G
Cantidad disponible: 1 disponibles
Librería: clickgoodwillbooks, Indianapolis, IN, Estados Unidos de America
Condición: Acceptable. This is a hard cover book: Used - Acceptable: All pages and the cover are intact, but shrink wrap, dust covers, or boxed set case may be missing. Pages may include limited notes, highlighting, or minor water damage but the text is readable. Item may be missing bundled media. Nº de ref. del artículo: 3O6WBH0016LU_ns
Cantidad disponible: 1 disponibles