Hull-White on Derivatives (Paperback)

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This text provides an in-depth look at the impact of stochastic volatility on the pricing and hedging of options. It also examines how trees and lattices provide an alternative to the more complicated implicit finite difference method when valuing derivative instruments.

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Product Description

This text provides an in-depth look at the impact of stochastic volatility on the pricing and hedging of options. It also examines how trees and lattices provide an alternative to the more complicated implicit finite difference method when valuing derivative instruments.

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Product Details

General

Imprint

Risk Books

Country of origin

United Kingdom

Release date

May 1996

Availability

Supplier out of stock. If you add this item to your wish list we will let you know when it becomes available.

Authors

,

Dimensions

242 x 165 x 25mm (L x W x T)

Format

Paperback

Pages

356

ISBN-13

978-1-899332-45-8

Barcode

9781899332458

Categories

LSN

1-899332-45-6



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