Hedging With Trees Advances in Pricing and Risk Managing Derivatives

Price 172.57 USD

EAN/UPC/ISBN Code 9781899332021

Brand Risk Books

This is a collection of over 35 articles encapsulating recent advances in financial derivatives, selected by two well-represented academics. It includes information on advances in exotic options, computational techniques, VAR and capital management. Other topics include: volatility and correlation, market risk, interest rate models and derivatives, and Parisian pricing.