Book (01 Jun 1996)
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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 implicit finite difference method when valuing derivative instruments.
| ISBN: | 9781899332458 |
| Publisher: | Risk Publications |
| Imprint: | Risk Publications |
| Pub date: | 01 Jun 1996 |
| DEWEY: | 332.645 |
| DEWEY edition: | 21 |
| Language: | English |
| Number of pages: | 356 |
| Weight: | 718g |
| Height: | 232mm |
| Width: | 157mm |
| Spine width: | 25mm |
