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Implementing Derivative Models

by Les Clewlow (Financial Options Research Centre, Warwick University, UK); Chris Strickland (Financial Options Research Centre, Warwick University, UK)

ISBN: 9780471966517
ISBN10: 0471966517

Implementing Derivative Models

by Les Clewlow (Financial Options Research Centre, Warwick University, UK); Chris Strickland (Financial Options Research Centre, Warwick University, UK)

List Price: $199.00
Binding: Hardcover
Publisher: John Wiley & Sons
Publish date: 06/01/1998
ISBN: 9780471966517
ISBN10: 0471966517

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Description: The availability of information on the theory and practical application of numerical techniques to the pricing and hedging of options is very limited. This book provides the only comprehensive source of practical techniques for complex options, including interest rate exotics. This book is a much more comprehensive, more theoretical study of option pricing methods and models than the authors' other book 'Option Pricing Models'. The two books complement each other.

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Implementing Derivative Models

by Les Clewlow (Financial Options Research Centre, Warwick University, UK); Chris Strickland (Financial Options Research Centre, Warwick University, UK)

Implementing Derivative Models

by Les Clewlow (Financial Options Research Centre, Warwick University, UK); Chris Strickland (Financial Options Research Centre, Warwick University, UK)

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