Derivatives, models on models /

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 s...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Haug, Espen Gaarder
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Chichester, England ; Hoboken, N.J. : J. Wiley, ©2007.
Temas:
Derivative securities > Mathematical models.
Instruments dérivés (Finances) > Modèles mathématiques.
BUSINESS & ECONOMICS > Investments & Securities > General.
Derivat > Wertpapier
Preismodell
CD-ROM.
Acceso en línea:Texto completo (Requiere registro previo con correo institucional)
Tabla de Contenidos:
  • Derivatives Models on Models; Contents; Author's "Disclaimer"; Introduction; Derivatives Models on Models; Nassim Taleb on Black Swans; Chapter 1 The Discovery of Fat-Tails in Price Data; Chapter 2 Option Pricing and Hedging from Theory to Practice: Know Your Weapon III; Chapter 3 Back to Basics: A New Approach to the Discrete Dividend Problem; Chapter 4 Closed Form Valuation of American Barrier Options; Chapter 5 Valuation of Complex Barrier Options Using Barrier Symmetry; Chapter 6 Knock-in/out Margrabe; Chapter 7 Resetting Strikes, Barriers and Time; Chapter 8 Asian Pyramid Power.

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