Derivatives: Models on Models

by Espen Gaarder Haug

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...

• Format: Hardcover
• Language: English
• ISBN: 0470013222
• ISBN13: 9780470013229
• Release Date: July 2007
• Publisher: Wiley
• Length: 384 Pages
• Weight: 2.30 lbs.
• Dimensions: 1.1" x 7.6" x 9.9"