Seller: GreatBookPrices, Columbia, MD, U.S.A.
Condition: New.
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Condition: As New. Unread book in perfect condition.
Seller: Rarewaves.com USA, London, LONDO, United Kingdom
Hardback. Condition: New.
Seller: Ria Christie Collections, Uxbridge, United Kingdom
£ 56.21
Quantity: Over 20 available
Add to basketCondition: New. In.
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Condition: New.
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Condition: As New. Unread book in perfect condition.
Gebunden. Condition: New. KlappentextrnrnRevised and corrected in December 2018, this book presents the most significant equity derivatives models used these days. It is not a book around esoteric or cutting-edge models, but rather a book on relatively simple and standar.
Seller: Rarewaves.com UK, London, United Kingdom
Hardback. Condition: New.
Seller: AHA-BUCH GmbH, Einbeck, Germany
Buch. Condition: Neu. Neuware - Revised and corrected in December 2018, this book presents the most significant equity derivatives models used these days. It is not a book around esoteric or cutting-edge models, but rather a book on relatively simple and standard models, viewed from the angle of a practitioner.A few key subjects explained in this book are: cash dividends for European, American, or exotic options; issues of the Dupire local volatility model and possible fixes; finite difference techniques for American options and exotics; Non-parametric regression for American options in Monte-Carlo, randomized simulations; the particle method for stochastic-local-volatility model with quasi-random numbers; numerical methods for the variance and volatility swaps; quadratures for options under stochastic volatility models; VIX options and dividend derivatives; backward/forward representation of exotics.This second edition adds new arbitrage-free implied volatility interpolations, and covers various warrants, such as CBBCs.
Seller: PBShop.store US, Wood Dale, IL, U.S.A.
HRD. Condition: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
Seller: PBShop.store UK, Fairford, GLOS, United Kingdom
£ 56.91
Quantity: Over 20 available
Add to basketHRD. Condition: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
Seller: THE SAINT BOOKSTORE, Southport, United Kingdom
£ 66.30
Quantity: Over 20 available
Add to basketHardback. Condition: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days.