Hedging with Trees: Advances in Pricing and Risk Managing Derivatives - Softcover

 
9781899332021: Hedging with Trees: Advances in Pricing and Risk Managing Derivatives

Synopsis

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.

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From the Publisher

A useful collection of 35+ articles encapsulating recent advances in financial derivatives, selected by two well-respected academics.
* The best articles on innovations in financial derivatives published in Risk magazine, 1996-98
* Includes advances in exotic options, computational techniques, VAR and capital management

"About this title" may belong to another edition of this title.