shop by
Category
items
0 

Derivatives : Models on Models (Hardcover)

Customer Reviews   Write a Review

Be the first to review this item and earn 25 Rakuten Super Points™

Product Overview

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

Specifications

Publisher John Wiley & Sons Inc
Mfg Part# 9780470013229
SKU 202907741
Format Hardcover
ISBN10 0470013222
Release Date 6/1/2007
Product Attributes
eBooks Kobo
Book Format Hardcover
Number of Pages 0384
Publisher John Wiley & Sons
loading
Sold Out
Sorry, you missed the deal!
This product is currently not available.
ADVERTISEMENT
Promotions & Offers (1)
  •  custom promo
    5% Back* Sitewide with Promo Code Rewardme *See page for details
Buy From Other Sellers (0)
kobo
  • Take your library with you wherever you go
  • Use the device you want to use… smartphone, desktop and many of today’s most popular eReaders

WHY KOBO?

We love the Kobo eReading service… and we know you will too. We’ve partnered with them to bring you the most flexible, enjoyable eReading experience in the U.S.

SHOPPING ON KOBO

You’ll be asked to sign in or create a new account with Kobo. Once you do, you’ll immediately get access to millions of titles and be ready to start eReading. Anytime. Anyplace.

continue to kobo
ADVERTISEMENT
ADVERTISEMENT