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American-Style Derivatives

Valuation And Computation

by Jerome Detemple
Book eBook
language: english
Publisher: TAYLOR & FRANCIS INC, December of 2005 ‧
168,98€
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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.

American-Style Derivatives

Valuation And Computation

by Jerome Detemple

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