Derivatives : models on models / Espen Gaarder Haug.
"This book takes a theoretical and practical look at some of the latest and most important ideas behind derivatives pricing models. In each chapter the author highlights the latest thinking and trends in the area. A wide range of topics is covered, including valuation methods on stocks paying d...
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| Format: | Book |
| Language: | English |
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Chichester, England ; Hoboken, NJ :
John Wiley,
[2007]
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| Subjects: |
| Summary: | "This book takes a theoretical and practical look at some of the latest and most important ideas behind derivatives pricing models. In each chapter the author highlights the latest thinking and trends in the area. A wide range of topics is covered, including valuation methods on stocks paying discrete dividend, Asian options, American barrier options, complex barrier options, reset options, and electricity derivatives. The book also discusses the latest ideas surrounding finance like the robustness of dynamic delta hedging, option hedging, negative probabilities and space-time finance." "The book also includes interviews with some of the world's top names in the industry and academia, and an insight into the history behind some of the greatest discoveries in quantitative finance."--BOOK JACKET. |
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| Item Description: | Accompanied by: 1 computer disc (CD-ROM) |
| Physical Description: | xiii, 368 pages, 16 unnumbered pages of plates : colour illustrations ; 26 cm + 1 computer disc (12 cm) |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: | 0470013222 9780470013229 |