Hedging with trees : advances in pricing and risk managing derivatives

Author(s)

• Broadie, Mark Nathan
• Glasserman, Paul

Bibliographic Information

Hedging with trees : advances in pricing and risk managing derivatives

edited by Mark Broadie and Paul Glasserman

Risk Books, c1998

• : softback

Note

Includes bibliographies and index

Details

• NCID: BA41296761
• ISBN:
  • 1899332022
• Country Code: uk
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: London
• Pages/Volumes: xviii, 262 p.
• Size: 30 cm
• Classification:
  • NDC9 : 338.1
  • DC21 : 332.645
• Subject Headings:
  • LCSH : Derivative securities
  • LCSH : Risk management
  • LCSH : Hedging (Finance)