Derivative Securities - Rilegato

JARROW; TURNBULL

Rilegato

ISBN 10: 0538862718 ISBN 13: 9780538862714

Casa editrice: South-Western, 1996

Riassunto

Accessible and intuitive, Derivative Securities offers the practical tools needed to price and hedge derivatives in the professional marketplace. Written by two of the foremost derivative pricing experts in the world, this book makes the theory and practice of pricing and hedging derivative securities accessible without the "watering down" of the material often deemed necessary. Although two modeling paradigms are explored - the discrete time binomial practice model and the continuous time models of Black-Scholes and Heath-Jarrow-Morton - all relevant concepts are introduced using the discrete time model. Examples and problems are tied to the software, a fully functional option pricing calculator based on a commercial software package developed by the authors.

Su questo libro

Product Description:

Book by Jarrow Robert Turnbull Stuart

Su questa edizione

• Editore: South-Western
• Data di pubblicazione: 1996
• ISBN 10: 0538862718
• ISBN 13: 9780538862714
• Rilegatura: Copertina rigida
• Numero di pagine: 697