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Implementing Derivative Models Серия: Wiley Series in Financial Engineering инфо 3058m.

Implementing Derivative Models Серия: Wiley Series in Financial Engineering инфо 3058m.

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 andапчац 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 pricinббзднg 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 Strбнлдюucture 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 Авторы Les Clewlow Chris Strickland.

Цена: 2202 руб.