IMPLEMENTING DERIVATIVES MODELS by Les Clewlow, Chris Strickland ( 9780471966517 )

Item Details

Title:

IMPLEMENTING DERIVATIVES MODELS

By:

Les Clewlow, Chris Strickland

Format:

Hardback

List price:

£105.00

Our price:

£94.50

Discount:

10% off

You save:

£10.50

ISBN 10:

0471966517

ISBN 13:

9780471966517

Availability:

Usually dispatched within 1-3 weeks.

Delivery rates

Stock:

Currently 0 available

Publisher:

JOHN WILEY AND SONS LTD

Pub. date:

29 April, 1998

Series:

Wiley Series in Financial Engineering

Pages:

330

Description:

This text provides up-to-date coverage of the latest techniques in option modelling, including the Monte Carlo and Binomial methods. It is a source of practical pricing and hedging techniques for complex options, including interest rate exotics.

Synopsis:

Derivatives markets are continuing to expand all over the world. In particular the over-the-counter market in complex/exotic options is continuing to expand both in volume and complexity. New and more complex options continue to appear and they generally require numerical techniques to price and hedge. This text provides up-to-date coverage of the latest techniques in option modelling, including the Monte Carlo and Binomial methods. It is a source of practical pricing and hedging techniques for complex options, including interest rate exotics.

Illustrations:

tables

Publication:

Imprint:

John Wiley & Sons Ltd

Returns:

Returnable

Some other items by this author:

BEST PRACTICE IN THE SPECIFICATION FOR OFFICES (PB)

ENERGY DERIVATIVES (HB)

EXOTIC FINANCIAL OPTIONS (HB)

EXOTIC OPTIONS (HB)