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Item Details
| Title:
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FRONTIERS IN DERIVATIVES
STATE-OF-THE-ART MODELS, VALUATION, STRATEGIES AND PRODUCTS |
| By: |
Atsuo Konishi (Editor), Ravi E. Dattatreya (Editor), Ravi Dattareya (Editor) |
| Format: |
Hardback |
| List price:
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£66.99 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
0786310081 |
| ISBN 13: |
9780786310081 |
| Publisher: |
MCGRAW-HILL EDUCATION - EUROPE |
| Pub. date: |
1 January, 1997 |
| Edition: |
2nd |
| Pages: |
450 |
| Description: |
This text covers the latest developments in the derivatives field, including pricing models, valuation methods and new instruments. It contains mathematical models for exotic options, and looks at the option components in variable annuities. |
| Synopsis: |
Frontiers in Derivatives: State-of-the-Art Models, Valuation, Strategies & Products provides a complete and unbaised view of the latest developments in the derivatives field. This authorative book breaks new ground in a number of topical areas, including valuation of complex options and credit derivatives. |
| Publication: |
US |
| Imprint: |
Irwin Professional Publishing |
| Returns: |
Non-returnable |
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