Implementing Derivative Models
Les Clewlow, Chris Strickland
Sold by Rarewaves.com UK, London, United Kingdom
AbeBooks Seller since 11 June 2025
New - Hardcover
Condition: New
Ships from United Kingdom to U.S.A.
Quantity: 2 available
Add to basketSold by Rarewaves.com UK, London, United Kingdom
AbeBooks Seller since 11 June 2025
Condition: New
Quantity: 2 available
Add to basketImplementing 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.
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