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American-Style Derivatives
Valuation And Computation
Book
eBook
language: english
Publisher:
TAYLOR & FRANCIS INC, December of 2005 ‧
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168,98€
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SYNOPSIS
Offers a treatment of option pricing with an emphasis on the valuation of American options on dividend-paying assets. This book reviews valuation principles for European contingent claims and analyses the American contingent claims. It presents basic valuation principles for American options including barrier, capped, and multi-asset options.
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| Property | Description |
|---|---|
| ISBN: | 9781584885672 |
| Publisher: | TAYLOR & FRANCIS INC |
| Release Date: | December of 2005 |
| Language: | English |
| Dimensions: | 156 x 235 x 19 mm |
| Cover: | Hardcover |
| Pages: | 248 |
| Format: | Book |
| Collection: | Chapman And Hall/Crc Financial Mathematics Series |
| Categories: |
Books in English
>
Economics, Finance and Accounting
>
Economy
|
| EAN: | 9781584885672 |
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