Implementing derivatives models /
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| Author / Creator: | Clewlow, Les. |
|---|---|
| Imprint: | Chichester ; New York : Wiley, 1998. |
| Description: | xx, 309 p. : ill. ; 25 cm. |
| Language: | English |
| Series: | Wiley series in financial engineering |
| Subject: | |
| Format: | Print Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/3193521 |
Table of Contents:
- The Binomial Methods
- Finite Difference Models
- The Monte Carlo Method
- Implied Trees
- Yield Curve Fitting Trees
- Applications to Exotic Options
- Conclusion