This is a collection of over 35 articles encapsulating recent advances in financial derivatives, selected by two well-represented academics. It includes information on advances in exotic options, computational techniques, VAR and capital management. Other topics include: volatility and correlation, market risk, interest rate models and derivatives, and Parisian pricing.
Product Identifiers
Publisher
Risk Books
ISBN-13
9781899332021
eBay Product ID (ePID)
90020647
Product Key Features
Author
Mark Broadie, Paul Glasserman
Publication Name
Hedging with Trees: Advances in Pricing and Risk Managing Derivatives
Format
Paperback
Language
English
Subject
Finance
Publication Year
1998
Type
Textbook
Number of Pages
262 Pages
Dimensions
Item Height
234mm
Item Width
156mm
Additional Product Features
Editor
Mark Broadie, Paul Glasserman
Country/Region of Manufacture
United Kingdom
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