Hedging with trees : advances in pricing and risk managing derivatives

MarkNathan Broadie, 著BroadieMark, 著GlassermanPaul

This is a collection of over 35 articles encapsulating recent advances in financial derivatives, selected by two well-represented academics. It includes information on advances in exotic options, computational techniques, VAR and capital management. Other topics include: volatility and correlation, market risk, interest rate models and derivatives, and Parisian pricing.

出版社

Risk Books

発売日

1998-01-01

ISBN

9781899332021