Name: American-Style Derivatives
Price: 1342.95 DKK
Availability: InStock
Author: Jerome Detemple
ISBN: 9781584885672

American-Style Derivatives af Jerome Detemple

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Hardback
2-4 uger
1.342,95 kr.

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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.

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Sprog:
Engelsk

ISBN:
9781584885672

Forlag:
Taylor & Francis Inc

Indbinding:
Hardback

Sideantal:
248

Udgivet:
9. december 2005

Størrelse:
156x234x19 mm.

Vægt:
498 g.

Leveringstid: 2-4 uger.
Forventet levering: 10. december 2024

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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.

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Business og læring > Økonomi og finans

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