Hull-White on Derivatives

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    Hull-White on Derivatives

    Mehka - 01. jun 1996
    ( 0 )
    ISBN/EAN:P_9781899332458
    Redna cena: 32,22 €

    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.

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    Opis

    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.

    O avtorju

    -John Hull-

    Ostale knjige tega avtorja

    Podrobnosti o izdelku

    • Jezik: angleški
    • Leto izida: 1996
    • Število strani: 356
    • ISBN/EAN: 9781899332458
    • Mere izdelka vxš: 23,2 x 15,7
    • Vezava: Mehka
    • Datum Izida: 01.06.1996
    • Založba: Risk Books
    • Avtor: John Hull, Alan White
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