Derivatives, models on models

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Derivatives Models on Models takes a theoretical and practical look at some of the latest and most important ideas behind derivatives pricing models. In each chapter the author highlights the latest thinking and trends in the area. A wide range of topics are covered, including valuation methods on stocks paying discrete dividend, Asian options, American barrier options, Complex barrier options, reset options, and electricity derivatives. The book also discusses the latest ideas surrounding fina…

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Title Statements

Full title :Derivatives, models on models / Espen Gaarder Haug.

Summary

Edition Statements

Publication Date:©2007.

Publication Statements

Publisher(s):J. Wiley
Place of Publication:Chichester, England
Language:eng
Publication Date:©2007.

Notes

Title from title screen.

Includes link to CD contents.

The Physical Object

Description:1 online resource (386 pages)

Edition Identifiers

ISBN:9780470065471, 0470065478, 1282345613, 9781282345614, 9781118836828, 1118836820
oclc:ocn316096037
LC Classification:HG6024.A3
Dewey Decimal:332.6457011

Derivatives Models on Models; Contents; Author's "Disclaimer"; Introduction; Derivatives Models on Models; Nassim Taleb on Black Swans; Chapter 1 The Discovery of Fat-Tails in Price Data; Chapter 2 Option Pricing and Hedging from Theory to Practice: Know Your Weapon III; Chapter 3 Back to Basics: A New Approach to the Discrete Dividend Problem; Chapter 4 Closed Form Valuation of American Barrier Options; Chapter 5 Valuation of Complex Barrier Options Using Barrier Symmetry; Chapter 6 Knock-in/out Margrabe; Chapter 7 Resetting Strikes, Barriers and Time; Chapter 8 Asian Pyramid Power.