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American-Style Derivatives

Valuation and Computation

Language EnglishEnglish
Book Hardback
Book American-Style Derivatives Jerome Detemple
Libristo code: 06669413
Publishers Taylor & Francis Inc, December 2005
Offers a treatment of option pricing with an emphasis on the valuation of American options on divide... Full description
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182.92 €
357.77  лв
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Offers a treatment of option pricing with an emphasis on the valuation of American options on dividend-paying assets. This book reviews valuation principles for European contingent claims and analyses the American contingent claims. It presents basic valuation principles for American options including barrier, capped, and multi-asset options.

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About the book

Full name American-Style Derivatives
Author Jerome Detemple
Language English
Binding Book - Hardback
Date of issue 2005
Number of pages 248
EAN 9781584885672
ISBN 9781584885672
Libristo code 06669413
Publishers Taylor & Francis Inc
Weight 620
Dimensions 156 x 234 x 19

Categories

Economics, Finance, Business & Management > Economics > International economics
Mathematics & Science > Mathematics > Number theory
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