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Hedging With Trees

Hedging With Trees Advances in Pricing and Risk Managing Derivatives

Paperback (01 Nov 1998)

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Publisher's Synopsis

This is a collection of over 35 articles encapsulating recent advances in financial derivatives, selected by two well-represented academics. It includes information on advances in exotic options, computational techniques, VAR and capital management. Other topics include: volatility and correlation, market risk, interest rate models and derivatives, and Parisian pricing.

Book information

ISBN: 9781899332021
Publisher: Risk
Imprint: Risk
Pub date:
DEWEY: 332.645
DEWEY edition: 21
Number of pages: 262
Weight: 920g
Height: 296mm
Width: 210mm
Spine width: 15mm