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Implementing Derivative Models
US $34.77
ApproximatelyRM 147.20
Condition:
Good
A book that has been read but is in good condition. Very minimal damage to the cover including scuff marks, but no holes or tears. The dust jacket for hard covers may not be included. Binding has minimal wear. The majority of pages are undamaged with minimal creasing or tearing, minimal pencil underlining of text, no highlighting of text, no writing in margins. No missing pages.
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Located in: Skokie, Illinois, United States
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eBay item number:335791762574
Item specifics
- Condition
- Release Year
- 1998
- ISBN
- 9780471966517
About this product
Product Identifiers
Publisher
Wiley & Sons, Incorporated, John
ISBN-10
0471966517
ISBN-13
9780471966517
eBay Product ID (ePID)
511934
Product Key Features
Book Title
Implementing Derivative Models
Number of Pages
336 Pages
Language
English
Publication Year
1998
Topic
Investments & Securities / Options, Investments & Securities / General
Illustrator
Yes
Genre
Business & Economics
Book Series
Wiley Series in Financial Engineering Ser.
Format
Hardcover
Dimensions
Item Height
1 in
Item Weight
25 oz
Item Length
10 in
Item Width
7 in
Additional Product Features
Intended Audience
Trade
LCCN
97-036998
Dewey Edition
21
Dewey Decimal
332.64/5
Table Of Content
The Binomial Methods. Finite Difference Models. The Monte Carlo Method. Implied Trees . Yield Curve Fitting Trees. Applications to Exotic Options. Conclusion.
Synopsis
Ein hochaktueller Text zur Bewertung und Absicherung von Optionen, der Ihnen alle wichtigen numerischen Verfahren zur Optionsmodellierung verst ndlich nahebringt - ob Monte-Carlo-Simulation, binomische Methode oder Modelle mit Finiten Differenzen. Ein absolutes Mu f r alle, die auf dem st ndig expandierenden und immer komplexer werdenden Optionsmarkt mithalten wollen. (05/98), 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, 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., 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
LC Classification Number
HG6024.A3C584 1998
Item description from the seller
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Seller feedback (29,938)
- f***f (4403)- Feedback left by buyer.Past monthVerified purchaseperfect
- 2***2 (4926)- Feedback left by buyer.Past monthVerified purchaseGood seller. Thank you.
- t***c (211)- Feedback left by buyer.Past monthVerified purchaseGreat book as described.