The Value of Uncertainty
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Book Overview Along with the extraordinary growth in the derivatives market over the last decade, the impact of model choice, and model parameter usage...
Along with the extraordinary growth in the derivatives market over the last decade, the impact of model choice, and model parameter usage, has become a major source of valuation uncertainty. This book concentrates on equity derivatives and charts, step by step, how key assumptions on the dynamics of stocks impact on the value of exotics. The presentation is technical, but maintains a strong focus on intuition and practical application.
Book Details Format: Hardcover | Pages: 419 | Language: English | Publisher: IMPERIAL COLLEGE PR | ISBN: 1848167725
FormatHardcover
Pages419
LanguageEnglish
ISBN1848167725
EAN9781848167728
PublisherIMPERIAL COLLEGE PR
Publication Date1970-01-01
Edition1
AccessoriesNo Accessory
ConditionNew
Product TypeHARD COVER BOOKS
Weight1.65 Pounds
Length9.0 Inches
Width6.1 Inches
Height1.1 Inches
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