Items related to Hull-White on Derivatives
This text provides an in-depth look at the impact of stochastic volatility on the pricing and hedging of options. It also examines how trees and lattices provide an alternative to the more complicated implicit finite difference method when valuing derivative instruments.
"synopsis" may belong to another edition of this title.
Review:
Hull & White have profoundly influenced the derivatives market, not least because they have a flair for addressing the right questions at the right time... -- Bruno Dupire - Nikko Europe
From the Publisher:
Hull and White's classic analysis of the impact of stochastic volatility on the pricing and hedging of options
"About this title" may belong to another edition of this title.
- PublisherRisk Books
- Publication date1996
- ISBN 10 1899332456
- ISBN 13 9781899332458
- BindingPaperback
- Number of pages356
Buy New
Learn more about this copy
£ 24.97
Shipping:
£ 3.21
Within U.S.A.
Top Search Results from the AbeBooks Marketplace
Stock Image
Hull-White On Derivatives
Seller:
Rating
Book Description Paperback. Condition: new. New. Fast Shipping and good customer service. Seller Inventory # Holz_New_1899332456
Buy New
£ 24.97
Convert currency
Stock Image
Hull-White On Derivatives
Seller:
Rating
Book Description Condition: New. Buy with confidence! Book is in new, never-used condition. Seller Inventory # bk1899332456xvz189zvxnew
Buy New
£ 28.39
Convert currency
Stock Image
Hull-White On Derivatives
Seller:
Rating
Book Description Paperback. Condition: new. New. Seller Inventory # Wizard1899332456
Buy New
£ 26.86
Convert currency
Stock Image
Hull-White On Derivatives
Seller:
Rating
Book Description Condition: new. Seller Inventory # FrontCover1899332456
Buy New
£ 26.22
Convert currency
Stock Image
Hull-White on Derivatives
Published by
Incisive Media Limited
(1996)
ISBN 10: 1899332456
ISBN 13: 9781899332458
New
Softcover
Quantity: 1
Seller:
Rating
Book Description Condition: New. Seller Inventory # 26357956591
Buy New
£ 26.88
Convert currency
Stock Image
Hull-White On Derivatives
Seller:
Rating
Book Description Paperback. Condition: new. New Copy. Customer Service Guaranteed. Seller Inventory # think1899332456
Buy New
£ 33.73
Convert currency