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Implementing Derivative Models
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Ubicado en: Skokie, Illinois, Estados Unidos
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N.º de artículo de eBay:335791762574
Última actualización el 27 jul 2025 19:21:15 H.EspVer todas las actualizacionesVer todas las actualizaciones
Características del artículo
- Estado
- Release Year
- 1998
- ISBN
- 9780471966517
Acerca de este producto
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
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Votos de vendedor (29.966)
- 2***2 (30)- Votos emitidos por el comprador.Mes pasadoCompra verificadaSeller was great. Had a slight problem with some damage that wasn't in the description that had slipped through their inspections but it was quickly resolved. Even despite the small issue I would definitely recommend. Shipping was timely and item was well packaged.
- a***a (5)- Votos emitidos por el comprador.Últimos 6 mesesCompra verificadaFantastic seller! Item arrived quickly and was exactly as described—well-packaged, in perfect condition, and even better than I expected. Excellent communication throughout the process. A smooth, professional transaction from start to finish. Thank you!
- w***i (873)- Votos emitidos por el comprador.Mes pasadoCompra verificadaGreat Seller! Book Appearance In Great Condition As Described! Great Quality And Value! Fantastic Super Fast Shipping! Well Packaged! Everything You Want From A Great Seller! I Would Buy From This Seller Again!