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.

N� de ref. del art�culo 7094979

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Detalles bibliogr�ficos

T�tulo

Implementing Derivatives Models (Wiley Series in Financial Engineering)

Editor

John Wiley and Sons

Fecha de publicaci�n

1998

Idioma

Ingl�s

ISBN 10

0471966517

ISBN 13

9780471966517

Encuadernaci�n

Encuadernaci�n de tapa dura

Estado

Good

Estado de la sobrecubierta

Sobrecubierta no Incluida

Cat�logos de vendedores

Economics

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Sinopsis

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

Acerca del autor

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 Administraci�n, Caracas, Venezuela. They are also both principals of Lacima Consultants specialising in derivatives pricing and risk management education and software.

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Descripci�n de la librer�a

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