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American-Style Derivatives
Valuation And Computation
Livro
eBook
idioma: inglês
Editor:
TAYLOR & FRANCIS INC, dezembro de 2005 ‧
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168,98€
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SINOPSE
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.
DETALHES
| Propriedade | Descrição |
|---|---|
| ISBN: | 9781584885672 |
| Editor: | TAYLOR & FRANCIS INC |
| Data de Lançamento: | dezembro de 2005 |
| Idioma: | Inglês |
| Dimensões: | 156 x 235 x 19 mm |
| Encadernação: | Capa dura |
| Páginas: | 248 |
| Tipo de produto: | Livro |
| Coleção: | Chapman And Hall/Crc Financial Mathematics Series |
| Classificação Temática: |
Livros em Inglês
>
Economia, Finanças e Contabilidade
>
Economia
|
| EAN: | 9781584885672 |
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