American-Style Derivatives (e-bog) af Detemple, Jerome
Detemple, Jerome (forfatter)

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
Forfattere Detemple, Jerome (forfatter)
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.