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Implementing derivatives models / Les Clewlow and Chris Strickland

This text explores numerical techniques for pricing and hedging complex financial derivatives. It details binomial and trinomial methods, Monte Carlo simulations, and interest rate models, providing practical guidance for implementation and empirical estimation.

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Accession Number: 10483

Site: Vernon O Content

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Binding Type: Hard Back

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Derivative securities -- Mathematical models/Securities/Investments/Finance/Economics/Social sciences/Civilisation Finance -- Mathematical models/Economics/Social sciences/Civilisation Hedging (Finance)/Options (Finance)/Investments/Finance/Economics/Social sciences/Civilisation Money market/Finance/Economics/Social sciences/Civilisation Options (Finance)/Investments/Finance/Economics/Social sciences/Civilisation Stocks/Securities/Investments/Finance/Economics/Social sciences/Civilisation

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