Hull-White on Derivatives: A Compliation of Articles

by John C. Hull and Alan White

This text provides an in-depth look at the impact of stochastic volatility on the pricing and hedging of options. It also examines how trees and lattices provide an alternative to the more complicated... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 1899332456
• ISBN13: 9781899332458
• Release Date: June 1996
• Publisher: Risk Publications
• Length: 356 Pages
• Weight: 1.65 lbs.