American-Style Derivatives e-bog
546,47 DKK
(inkl. moms 683,09 DKK)
Focusing on recent developments in the field, American-Style Derivatives provides an extensive treatment of option pricing with emphasis on the valuation of American options on dividend-paying assets. This book reviews valuation principles for European contingent claims and extends the analysis to American contingent claims. It presents basic valuation principles for American options including ...
E-bog
546,47 DKK
Forlag
Chapman and Hall/CRC
Udgivet
9 december 2005
Længde
248 sider
Genrer
KCLF
Sprog
English
Format
pdf
Beskyttelse
LCP
ISBN
9781420034868
Focusing on recent developments in the field, American-Style Derivatives provides an extensive treatment of option pricing with emphasis on the valuation of American options on dividend-paying assets. This book reviews valuation principles for European contingent claims and extends the analysis to American contingent claims. It presents basic valuation principles for American options including barrier, capped, and multi-asset options. It also reviews numerical methods for option pricing and compares their relative performance. Ideal for students and researchers in quantitative finance, this material is accessible to those with a background in stochastic processes or derivative securities.