Derivatives Models on Models
||Haug, Espen Gaarder|
|Series title:||The Wiley Finance Ser.|
|Publication Date:||Oct 2013|
| Publisher:||John Wiley & Sons, Incorporated|
| Book Format:||Ebook|
|List Price:||Contact Supplier contact
| Book Description: |Derivatives Models on Models
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 are 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...