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Derivatives

By Haug, Espen Gaarder

Derivatives

Only 1 item left in stock
Description
Derivatives Models on Models takes a theoretical and practical look at some of the latest and most important ideas behind derivatives pricing models. In each chapter the author highlights the latest thinking and trends in the area. A wide range of topics are covered, including valuation methods on stocks paying discrete dividend, Asian options, American barrier options, Complex barrier options, reset options, and electricity derivatives. The book also discusses the latest ideas surrounding finance like the robustness of dynamic delta hedging, option hedging, negative probabilities and space-time finance. The accompanying CD-ROM with additional Excel sheets includes the mathematical models covered in the book. The book also includes interviews with some of the world's top names in the industry, and an insight into the history behind some of the greatest discoveries in quantitative finance. Interviewees include: - Clive Granger, Nobel Prize winner in Economics 2003, on Cointegration - Nassim Taleb on Black Swans - Stephen Ross on Arbitrage Pricing Theory - Emanuel Derman the Wall Street Quant - Edward Thorp on Gambling and Trading - Peter Carr the Wall Street Wizard of Option Symmetry and Volatility - Aaron Brown on Gambling, Poker and Trading - David Bates on Crash and Jumps - Andrei Khrennikov on Negative Probabilities - Elie Ayache on Option Trading and Modeling - Peter Jaeckel on Monte Carlo Simulation - Alan Lewis on Stochastic Volatility and Jumps - Paul Wilmott on Paul Wilmott - Knut Aase on Catastrophes and Financial Economics - Eduardo Schwartz the Yoga Master of Quantitative Finance - Bruno Dupire on Local and Stochastic Volatility Models
Product details
Edition:
1
Number of Pages:
384
Release Date:
2007-05-25
Publication Date:
2007-06-01
Publisher:
Wiley
Languages:
Original: English
ISBN10:
0470013222
ISBN13:
9780470013229
GPSR Manufacturer Reference:
[email protected]
Weight:
1083 g
Height:
208 cm
Width:
260 cm
Thickness:
26 cm
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Very good
Almost no signs of wear. Book pages have no markings, accessories are intact and all other media are in good condition.
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