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Dealing with Risk in the Equity Derivatives Market
EPUB
Sofort lieferbar | Lieferzeit: Sofort lieferbar
Artikel-Nr:
9781908979582
Veröffentl:
2012
Einband:
EPUB
Seiten:
440
Autor:
George J Kaye
eBook Typ:
EPUB
eBook Format:
Reflowable EPUB
Kopierschutz:
Adobe DRM [Hard-DRM]
Sprache:
Englisch
Beschreibung:
Along with the extraordinary growth in the derivatives market over the last decade, the impact of model choice, and model parameter usage, has become a major source of valuation uncertainty. This book concentrates on equity derivatives and charts, step by step, how key assumptions on the dynamics of stocks impact on the value of exotics. The presentation is technical, but maintains a strong focus on intuition and practical application.
Along with the extraordinary growth in the derivatives market over the last decade, the impact of model choice, and model parameter usage, has become a major source of valuation uncertainty. This book concentrates on equity derivatives and charts, step by step, how key assumptions on the dynamics of stocks impact on the value of exotics. The presentation is technical, but maintains a strong focus on intuition and practical application.