Implementing Derivative Models
by Les Clewlow
Derivatives markets are continuing to expand all over the world. In particular the over-the-counter market in complex/exotic options is continuing to expand both in volume and complexity. New and more complex options continue to appear and they generally require numerical techniques to price and hedge. This text provides up-to-date coverage of the latest techniques in opti...more
Hardcover, 330 pages
Published June 11th 1998 by John Wiley & Sons
(first published June 1998)
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