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Implementing Derivative Models

By: UK) Clewlow Warwick University Les (Financial Options Research Centre (Author) , UK) Strickland Warwick University Chris (Financial Options Research Centre (Author)

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Ksh 23,100.00

Format: Hardback or Cased Book

ISBN-13: 9780471966517

Publisher: John Wiley & Sons Inc

Publication Date: Apr 29th, 1998

Weight: 698 grams

Dimension: 17.70 x 25.20 x 2.30 cms

Category: Stocks & shares

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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.

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