| Implementing Derivative Models (Wiley Series in Financial Engineering) |  | Authors: Les Clewlow, Chris Strickland
Publisher: Wiley
Category: Book
List Price: $165.00
Buy New: $90.00
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New (10) Used (15) from $90.00
Seller: caspinall
Sales Rank: 618,263
Languages: English (Unknown), English (Original Language), English (Published)
Media: Hardcover
Edition: 1
Pages: 330
Number Of Items: 1
Shipping Weight (lbs): 1.6
Dimensions (in): 7 x 1 x 10
ISBN: 0471966517
EAN: 9780471966517
ASIN: 0471966517
Publication Date: June 1998
Availability: Usually ships in 1-2 business days
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Product Description
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
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