Skip to main content
Unpositioned
Edit position
Edit position

No position recorded yet. Picking a shelf here sets the manual override.

Implementing derivatives models / Les Clewlow and Chris Strickland
Diagnose this book
Open in Vernon Browser

Implementing derivatives models / Les Clewlow and Chris Strickland

by Les Clewlow, 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.

Accession 10483 ISBN 9780471966517 Publisher John Wiley & Sons
Book Images
Reference and live side by side Hover to see live images
Reference
Implementing derivatives models / Les Clewlow and Chris Strickland spine
Implementing derivatives models / Les Clewlow and Chris Strickland cover
Live
No live
No live
Implementing derivatives models / Les Clewlow and Chris Strickland spine
No live
Implementing derivatives models / Les Clewlow and Chris Strickland cover
No live
TAGS
Curated Derived
Culture Economics Finance Mathematics Social Sciences
CONNECTIONS
No connections
State
on_shelf
True
position_updated_at
never
orientation
unknown
Details

Physical

binding_type
Hard Back
dimensions
none captured
spine_text
none captured
LOCATION HISTORY
No location history available for this book.
Vernon snapshot
View live

Frozen copy of Vernon's record from the last sync. Fields tagged → flow back into the Pulse record.

Last synced 2026-05-21 00:50 (3 days, 22 hours ago)

Identity

name→ title
Implementing derivatives models / Les Clewlow and Chris Strickland
vernon_id
14267
accession_no→ accession_number
10483
vernon_slug
implementing-derivatives-models-les-clewlow-and-chris-strickland

Drives Pulse state

curr_loc_status→ on_shelf
On Shelf
location_name
Zone N3/Level 2 (Mezzanine)/Phrontisterion/MONA
location_reason
On Shelf
isbn_issn→ isbn (when valid)
9780471966517

Descriptive

production_date
1998
object_type
Books/Document genres/Information forms/Visual and Verbal Communication
object_status
Accessioned
brief_description
Provides comprehensive coverage of practical pricing and hedging techniques for complex options. 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. -- Publisher's blurb.

Subjects & people

authors→ author (initial fill only)
Les Clewlow, Chris Strickland
tags→ tags
Social sciences, Civilisation, Economics, Finance -- Mathematical models, Investments, Finance, Money market, Stocks, Securities, Options (Finance), Hedging (Finance), Derivative securities -- Mathematical models
subject_people
—
subject_objects
—

Cover image

vernon_cover_image_id→ cover_image
29307

Raw Vernon JSON

click to inspect

The source payload behind the snapshot above.
Use ⌘F to search once expanded.
{7 keys}
"slug": "implementing-derivatives-models-les-clewlow-and-chris-strickland"
"opacObjectId": "14267"
"opacCollection": {1 keys}
"opacCollectionId": "1"
"imagesCollection": {2 keys}
"images": [1 items]
"[0]": {5 keys}
"imageId": "29307"
"cssColors": [5 items]
"[0]": {9 keys}
"hex": "000080"
"hue": 240
"rank": 1
"presence": 49.51
"colorName": "navy"
"lightness": 25
"colorGroup": "blue"
"saturation": 100
"formattedColorName": "navy"
"[1]": {9 keys}
"hex": "dcdcdc"
"hue": 0
"rank": 2
"presence": 13.17
"colorName": "gainsboro"
"lightness": 86
"colorGroup": "gray"
"saturation": 0
"formattedColorName": "gainsboro"
"[2]": {9 keys}
"hex": "00bfff"
"hue": 195
"rank": 3
"presence": 7.67
"colorName": "deepskyblue"
"lightness": 50
"colorGroup": "blue"
"saturation": 100
"formattedColorName": "deep sky blue"
"[3]": {9 keys}
"hex": "1e90ff"
"hue": 210
"rank": 4
"presence": 18.09
"colorName": "dodgerblue"
"lightness": 56
"colorGroup": "blue"
"saturation": 100
"formattedColorName": "dodger blue"
"[4]": {9 keys}
"hex": "000000"
"hue": 0
"rank": 5
"presence": 10.5
"colorName": "black"
"lightness": 0
"colorGroup": "gray"
"saturation": 0
"formattedColorName": "black"
"rawColors": [7 items]
"[0]": {6 keys}
"hex": "08085c"
"hue": 240
"rank": 1
"presence": 49.51
"lightness": 19
"saturation": 84
"[1]": {6 keys}
"hex": "e4e5e3"
"hue": 90
"rank": 2
"presence": 13.17
"lightness": 89
"saturation": 3
"[2]": {6 keys}
"hex": "0785e2"
"hue": 205
"rank": 3
"presence": 7.67
"lightness": 45
"saturation": 93
"[3]": {6 keys}
"hex": "067adf"
"hue": 207
"rank": 4
"presence": 18.09
"lightness": 44
"saturation": 94
"[4]": {6 keys}
"hex": "08070a"
"hue": 260
"rank": 5
"presence": 10.5
"lightness": 3
"saturation": 17
"[5]": {6 keys}
"hex": "4a5e9a"
"hue": 225
"rank": 6
"presence": 1.05
"lightness": 44
"saturation": 35
"[6]": {6 keys}
"hex": "857052"
"hue": 35
"rank": 7
"presence": 0.02
"lightness": 42
"saturation": 23
"imageLabels": [9 items]
"[0]": {5 keys}
"count": 19411
"score": 85.61
"status": "auto_verified"
"imageLabel": "Font"
"imageLabelId": 12
"[1]": {5 keys}
"count": 10019
"score": 84.72
"status": "auto_verified"
"imageLabel": "Rectangle"
"imageLabelId": 11
"[2]": {5 keys}
"count": 1673
"score": 76.81
"status": "auto_verified"
"imageLabel": "Parallel"
"imageLabelId": 107
"[3]": {5 keys}
"count": 3985
"score": 76.52
"status": "auto_verified"
"imageLabel": "Electric blue"
"imageLabelId": 49
"[4]": {5 keys}
"count": 11760
"score": 72.36
"status": "auto_verified"
"imageLabel": "Poster"
"imageLabelId": 21
"[5]": {5 keys}
"count": 2009
"score": 65.62
"status": "auto_verified"
"imageLabel": "Brand"
"imageLabelId": 15
"[6]": {5 keys}
"count": 5750
"score": 56.54
"status": "auto_verified"
"imageLabel": "Graphic design"
"imageLabelId": 17
"[7]": {5 keys}
"count": 3194
"score": 51.19
"status": "auto_verified"
"imageLabel": "Graphics"
"imageLabelId": 16
"[8]": {5 keys}
"count": 1637
"score": 50.97
"status": "auto_verified"
"imageLabel": "Logo"
"imageLabelId": 19
"imageDerivatives": [6 items]
"[0]": {4 keys}
"url": "https://browser.mona.net.au/records/images/large/17737/3f986244357902fbb202ee32fed1bae6f1bc7283.jpg"
"width": "544"
"height": "800"
"identifier": "LARGE"
"[1]": {4 keys}
"url": "https://browser.mona.net.au/records/images/medium/17737/3f986244357902fbb202ee32fed1bae6f1bc7283.jpg"
"width": "272"
"height": "400"
"identifier": "MEDIUM"
"[2]": {4 keys}
"url": "https://browser.mona.net.au/records/images/nano/17737/3f986244357902fbb202ee32fed1bae6f1bc7283.jpg"
"width": "24"
"height": "35"
"identifier": "NANO"
"[3]": {4 keys}
"url": "https://browser.mona.net.au/records/images/small/17737/3f986244357902fbb202ee32fed1bae6f1bc7283.jpg"
"width": "102"
"height": "150"
"identifier": "SMALL"
"[4]": {4 keys}
"url": "https://browser.mona.net.au/records/images/tiny/17737/3f986244357902fbb202ee32fed1bae6f1bc7283.jpg"
"width": "51"
"height": "75"
"identifier": "TINY"
"[5]": {4 keys}
"url": "https://browser.mona.net.au/records/images/xlarge/17737/3f986244357902fbb202ee32fed1bae6f1bc7283.jpg"
"width": "816"
"height": "1200"
"identifier": "XLARGE"
"totalImages": 1
"objectSearchScore": 0.3118719
"opacObjectFieldSets": [40 items]
"[0]": {2 keys}
"identifier": "accession_no"
"opacObjectFields": [1 items]
"[0]": {1 keys}
"value": "10483"
"[1]": {2 keys}
"identifier": "name"
"opacObjectFields": [1 items]
"[0]": {2 keys}
"value": "Implementing derivatives models / Les Clewlow and Chris Strickland"
"opacObjectFieldAttributes": [1 items]
"[0]": {2 keys}
"key": "title"
"value": "Implementing derivatives models / Les Clewlow and Chris Strickland"
"[2]": {2 keys}
"identifier": "other_name"
"opacObjectFields": [1 items]
"[0]": {1 keys}
"value": ""
"[3]": {2 keys}
"identifier": "artist_last_first"
"opacObjectFields": [2 items]
"[0]": {1 keys}
"value": "Clewlow, Les"
"[1]": {1 keys}
"value": "Strickland, Chris"
"[4]": {2 keys}
"identifier": "prod_pri_date"
"opacObjectFields": [1 items]
"[0]": {2 keys}
"value": "1998"
"opacObjectFieldAttributes": [2 items]
"[0]": {2 keys}
"key": "earliest_date"
"value": "1998-01-01Z"
"[1]": {2 keys}
"key": "latest_date"
"value": "1998-12-31Z"
"[5]": {2 keys}
"identifier": "prod_pri_date_notes"
"opacObjectFields": [1 items]
"[0]": {1 keys}
"value": ""
"[6]": {2 keys}
"identifier": "edition"
"opacObjectFields": [1 items]
"[0]": {1 keys}
"value": ""
"[7]": {2 keys}
"identifier": "brief_desc"
"opacObjectFields": [1 items]
"[0]": {1 keys}
"value": "Provides comprehensive coverage of practical pricing and hedging techniques for complex options. 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. -- Publisher's blurb."
"[8]": {2 keys}
"identifier": "measure_desc"
"opacObjectFields": [1 items]
"[0]": {1 keys}
"value": ""
"[9]": {2 keys}
"identifier": "credit_line"
"opacObjectFields": [1 items]
"[0]": {1 keys}
"value": ""
"[10]": {2 keys}
"identifier": "curr_loc_status"
"opacObjectFields": [1 items]
"[0]": {2 keys}
"value": "On Shelf"
"opacObjectFieldAttributes": [1 items]
"[0]": {2 keys}
"key": "search"
"value": "curr_loc_status:"On Shelf""
"[11]": {2 keys}
"identifier": "ob_status"
"opacObjectFields": [1 items]
"[0]": {1 keys}
"value": "Accessioned"
"[12]": {2 keys}
"identifier": "lender"
"opacObjectFields": [1 items]
"[0]": {1 keys}
"value": ""
"[13]": {2 keys}
"identifier": "copyright_owner"
"opacObjectFields": [1 items]
"[0]": {1 keys}
"value": ""
"[14]": {2 keys}
"identifier": "copyright_type"
"opacObjectFields": [1 items]
"[0]": {1 keys}
"value": ""
"[15]": {2 keys}
"identifier": "copyright_start"
"opacObjectFields": [0 items]
"[16]": {2 keys}
"identifier": "copyright_expiry"
"opacObjectFields": [0 items]
"[17]": {2 keys}
"identifier": "copyright_notes"
"opacObjectFields": [1 items]
"[0]": {1 keys}
"value": ""
"[18]": {2 keys}
"identifier": "curr_loc"
"opacObjectFields": [1 items]
"[0]": {1 keys}
"value": "Zone N3/Level 2 (Mezzanine)/Phrontisterion/MONA"
"[19]": {2 keys}
"identifier": "object_type"
"opacObjectFields": [1 items]
"[0]": {2 keys}
"value": "Books/Document genres/Information forms/Visual and Verbal Communication"
"opacObjectFieldAttributes": [1 items]
"[0]": {2 keys}
"key": "search"
"value": "object_type:"Books/Document genres/Information forms/Visual and Verbal Communication""
"[20]": {2 keys}
"identifier": "collection"
"opacObjectFields": [1 items]
"[0]": {2 keys}
"value": "Main Collection/Library"
"opacObjectFieldAttributes": [1 items]
"[0]": {2 keys}
"key": "search"
"value": "collection:"Main Collection/Library""
"[21]": {2 keys}
"identifier": "prod_pri_place"
"opacObjectFields": [1 items]
"[0]": {1 keys}
"value": "Chichester/West Sussex/England"
"[22]": {2 keys}
"identifier": "prod_pri_publisher"
"opacObjectFields": [1 items]
"[0]": {1 keys}
"value": "John Wiley & Sons"
"[23]": {2 keys}
"identifier": "physical_notes"
"opacObjectFields": [2 items]
"[0]": {1 keys}
"value": "viii, 309 pages : illustrations ; 25 cm."
"[1]": {1 keys}
"value": "Includes index and bibliographic references."
"[24]": {2 keys}
"identifier": "language"
"opacObjectFields": [1 items]
"[0]": {1 keys}
"value": "English"
"[25]": {2 keys}
"identifier": "isbn_issn"
"opacObjectFields": [1 items]
"[0]": {1 keys}
"value": "9780471966517"
"[26]": {2 keys}
"identifier": "user_sym_1"
"opacObjectFields": [1 items]
"[0]": {1 keys}
"value": "332.64 CLE"
"[27]": {2 keys}
"identifier": "usual_loc_being"
"opacObjectFields": [1 items]
"[0]": {1 keys}
"value": "Zone N3/Level 2 (Mezzanine)/Phrontisterion/MONA"
"[28]": {2 keys}
"identifier": "subject_class"
"opacObjectFields": [6 items]
"[0]": {2 keys}
"value": "Derivative securities -- Mathematical models/Securities/Investments/Finance/Economics/Social sciences/Civilisation"
"opacObjectFieldAttributes": [1 items]
"[0]": {2 keys}
"key": "search"
"value": "subject_class:"Derivative securities -- Mathematical models/Securities/Investments/Finance/Economics/Social sciences/Civilisation""
"[1]": {2 keys}
"value": "Finance -- Mathematical models/Economics/Social sciences/Civilisation"
"opacObjectFieldAttributes": [1 items]
"[0]": {2 keys}
"key": "search"
"value": "subject_class:"Finance -- Mathematical models/Economics/Social sciences/Civilisation""
"[2]": {2 keys}
"value": "Hedging (Finance)/Options (Finance)/Investments/Finance/Economics/Social sciences/Civilisation"
"opacObjectFieldAttributes": [1 items]
"[0]": {2 keys}
"key": "search"
"value": "subject_class:"Hedging (Finance)/Options (Finance)/Investments/Finance/Economics/Social sciences/Civilisation""
"[3]": {2 keys}
"value": "Money market/Finance/Economics/Social sciences/Civilisation"
"opacObjectFieldAttributes": [1 items]
"[0]": {2 keys}
"key": "search"
"value": "subject_class:"Money market/Finance/Economics/Social sciences/Civilisation""
"[4]": {2 keys}
"value": "Options (Finance)/Investments/Finance/Economics/Social sciences/Civilisation"
"opacObjectFieldAttributes": [1 items]
"[0]": {2 keys}
"key": "search"
"value": "subject_class:"Options (Finance)/Investments/Finance/Economics/Social sciences/Civilisation""
"[5]": {2 keys}
"value": "Stocks/Securities/Investments/Finance/Economics/Social sciences/Civilisation"
"opacObjectFieldAttributes": [1 items]
"[0]": {2 keys}
"key": "search"
"value": "subject_class:"Stocks/Securities/Investments/Finance/Economics/Social sciences/Civilisation""
"[29]": {2 keys}
"identifier": "subject_date"
"opacObjectFields": [0 items]
"[30]": {2 keys}
"identifier": "subject_event"
"opacObjectFields": [1 items]
"[0]": {1 keys}
"value": ""
"[31]": {2 keys}
"identifier": "subject_period"
"opacObjectFields": [1 items]
"[0]": {1 keys}
"value": ""
"[32]": {2 keys}
"identifier": "subject_object"
"opacObjectFields": [1 items]
"[0]": {1 keys}
"value": ""
"[33]": {2 keys}
"identifier": "subject_person"
"opacObjectFields": [1 items]
"[0]": {1 keys}
"value": ""
"[34]": {2 keys}
"identifier": "subject_place"
"opacObjectFields": [1 items]
"[0]": {1 keys}
"value": ""
"[35]": {2 keys}
"identifier": "assoc_person"
"opacObjectFields": [1 items]
"[0]": {1 keys}
"value": ""
"[36]": {2 keys}
"identifier": "assoc_place"
"opacObjectFields": [1 items]
"[0]": {1 keys}
"value": ""
"[37]": {2 keys}
"identifier": "assoc_event"
"opacObjectFields": [1 items]
"[0]": {1 keys}
"value": ""
"[38]": {2 keys}
"identifier": "assoc_object"
"opacObjectFields": [1 items]
"[0]": {1 keys}
"value": ""
"[39]": {2 keys}
"identifier": "user_sym_9"
"opacObjectFields": [1 items]
"[0]": {1 keys}
"value": ""
"relationshipsCollection": {2 keys}
"relationships": [1 items]
"[0]": {4 keys}
"relatedRecords": [2 items]
"[0]": {3 keys}
"slug": "les-clewlow"
"title": "Les Clewlow"
"relatedRecordId": "14687"
"[1]": {3 keys}
"slug": "chris-strickland"
"title": "Chris Strickland"
"relatedRecordId": "17914"
"relationshipId": "object_prod_pri_person"
"relatedRecordType": "person"
"totalRelatedRecords": 2
"totalRelationships": 1