IMPLEMENTING DERIVATIVES MODELS CLEWLOW AND STRICKLAND PDF

Numerous and frequently-updated resource results are available from this WorldCat. This text provides up-to-date coverage of the latest techniques in option modelling, including the Monte Carlo and Binomial methods. It is a source of practical pricing and hedging techniques for complex options, including interest rate exotics. Read more Table of contents. Please choose whether or not you want other users to be able to see on your profile that this library is a favorite of yours.

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We found something similar. Wiley Series in Financial Engineering Ser. About this product. Make an offer:. Stock photo. New other : lowest price The lowest-priced item in unused and unworn condition with absolutely no signs of wear. Buy It Now. Add to cart. Make Offer. See details for delivery est. Sold by w. Be the first to write a review About this product. New other : lowest price. About this product Product Information Implementing Derivatives Models Les Clewlow and Chris Strickland Derivatives markets, particularly the over-the-counter market in complex or exotic options, are continuing to expand rapidly on a global scale, However, the availability of information regarding the theory and applications of the numerical techniques required to succeed in these markets is limited.

This lack of information is extremely damaging to all kinds of financial institutions and consequently there is enormous demand for a source of sound numerical methods for pricing and hedging. Implementing Derivatives Models answers this demand, providing comprehensive coverage of practical pricing and hedging techniques for complex options.

The Binomial Methods. Finite Difference Models. The Monte Carlo Method. Implied Trees. Yield Curve Fitting Trees. Applications to Exotic Options. Show More Show Less. Pre-owned Pre-owned. No ratings or reviews yet. Be the first to write a review. Best Selling in Nonfiction See all. Kiyosaki Mass Market Kennedy , Hardcover 1.

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Implementing Derivative Models

View Larger Image. Ask Seller a Question. Implementing Derivatives Models Les Clewlow and Chris Strickland Derivatives markets, particularly the over-the-counter market in complex or exotic options, are continuing to expand rapidly on a global scale, However, the availability of information regarding the theory and applications of the numerical techniques required to succeed in these markets is limited. This lack of information is extremely damaging to all kinds of financial institutions and consequently there is enormous demand for a source of sound numerical methods for pricing and hedging. Implementing Derivatives Models answers this demand, providing comprehensive coverage of practical pricing and hedging techniques for complex options. As the market for new derivative instruments continues to expand both in volume and complexity, traders and brokers everywhere are clamoring for sound, numerical techniques to model, price and comfortably hedge complex, exotic options. Highly accessible to practitioners seeking the latest uses of Monte Carlo and Binomial methods, this book is also a potent resource for financial academics who need to implement, examine and empirically estimate the behavior of various options pricing models.

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Implementing derivatives models

Strategy, Value and Risk pp Cite as. The Black—Scholes GBM model can be generalized to other models that are more realistic for particular markets. The various simple extensions to the Black—Scholes model assume constant parameters for ease of calculation. In reality the properties of time series such as volatility, mean reversion, long-term levels and jump behavior will at the very least vary through time with reasonably predictable patterns. These characteristics can be included in spot models. Unable to display preview.

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