Implementing derivatives models
Author(s)
Bibliographic Information
Implementing derivatives models
（Wiley series in financial engineering）
Wiley, 1998
- : cloth
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Note
Bibliography: p. [300]-303
Includes index
Description and Table of Contents
Description
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
Table of Contents
The Binomial Methods.
Finite Difference Models.
The Monte Carlo Method.
Implied Trees .
Yield Curve Fitting Trees.
Applications to Exotic Options.
Conclusion.
by "Nielsen BookData"
