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Modelling and Hedging Equity Derivatives

Format: Hardback
Publisher: Risk Books, London, United Kingdom
Published: 4th Jun 1999
Dimensions: w 217mm h 302mm d 22mm
Weight: 1223g
ISBN-10: 1899332340
ISBN-13: 9781899332342
Barcode No: 9781899332342
Synopsis
This reference text provides detailed, practice-based analysis of modelling and hedging equity derivatives. It contains an analysis of probability theory and stochastic calculus and a detailed discussion of practical software implementation issues.

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