Goodreads helps you keep track of books you want to read.
Start by marking “Implementing Derivative Models” as Want to Read:
Implementing Derivative Models
Enlarge cover
Rate this book
Clear rating
Open Preview

Implementing Derivative Models

4.5 of 5 stars 4.50  ·  rating details  ·  2 ratings  ·  0 reviews
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 Wiley (first published June 1998)
more details... edit details

Friend Reviews

To see what your friends thought of this book, please sign up.

Reader Q&A

To ask other readers questions about Implementing Derivative Models, please sign up.

Be the first to ask a question about Implementing Derivative Models

This book is not yet featured on Listopia. Add this book to your favorite list »

Community Reviews

(showing 1-8 of 8)
filter  |  sort: default (?)  |  rating details
There are no discussion topics on this book yet. Be the first to start one »
Option Pricing Models Exotic Options: The State Of The Art Exotic Options Energy Derivatives

Share This Book