American-Style Derivatives: Valuation and Computation (Chapman and Hall/CRC Financial Mathematics Series) - Image 1

£63.14

CRC Press American-Style Derivatives: Valuation and Computation (Chapman and Hall/CRC Financial Mathematics Series)

Name: American-Style Derivatives: Valuation and Computation (Chapman and Hall/CRC Financial Mathematics Series)
Brand: CRC Press
Price: 63.14 GBP
Availability: InStock

Economics

This is the most expensive it has ever been. Walk away.

£63 today · previous high £63 · all-time low £61

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 72 days · 72 data points (no recent data)

Historical

Generating forecast…

Price Distribution

Price distribution over 72 days • 2 price levels

Days at Price

Current Price

Price Analysis

Most common price: £63 (44 days, 61.1%)

Price range: £61 - £63

Price levels: 2 different prices over 72 days

Description

While the valuation of standard American option contracts has now achieved a fair degree of maturity, much work remains to be done regarding the new contractual forms that are constantly emerging in response to evolving economic conditions and regulations. Focusing on recent developments in the field, American-Style Derivatives provides an extensive treatment of option pricing with an emphasis on the valuation of American options on dividend-paying assets. The book begins with a review of valuation principles for European contingent claims in a financial market in which the underlying asset price follows an Ito process and the interest rate is stochastic and then extends the analysis to American contingent claims. In this context the author lays out the basic valuation principles for American claims and describes instructive representation formulas for their prices. The results are applied to standard American options in the Black-Scholes market setting as well as to a variety of exotic contracts such as barrier, capped, and multi-asset options. He also reviews numerical methods for option pricing and compares their relative performance. The author explains all the concepts using standard financial terms and intuitions and relegates proofs to appendices that can be found at the end of each chapter. The book is written so that the material is easily accessible not only to those with a background in stochastic processes and/or derivative securities, but also to those with a more limited exposure to those areas.

Product Specifications

Brand: CRC Press
Format: paperback
ASIN: 0367391589
Category: Books > Subjects > Business, Finance & Law > Economics
Domain: Amazon UK
Release Date: 23 October 2019
Listed Since: 08 August 2019

Barcode

No barcode data available

CRC Press American-Style Derivatives: Valuation and Computation (Chapman and Hall/CRC Financial Mathematics Series)

This is the most expensive it has ever been. Walk away.

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Problems and Solutions in Mathematical Finance, Volume 2: Equity Derivatives (The Wiley Finance Series)

Pearson John Hull Options, Futures, and Other Derivatives 11th Ed

Analytical Finance: Volume II: The Mathematics of Interest Rate Derivatives, Markets, Risk and Valuation

Nonlinear Option Pricing (Chapman and Hall/CRC Financial Mathematics Series)

Fitting Local Volatility: Analytic And Numerical Approaches In Black-Scholes And Local Variance Gamma Models

Nonlinear Option Pricing (Chapman and Hall/CRC Financial Mathematics Series)

Paul Wilmott on Quantitative Finance 2nd Edition

Analytical Finance: Volume I: The Mathematics of Equity Derivatives, Markets, Risk and Valuation: 1

The Mathematics of Finance: Modeling and Hedging (Pure and Applied Undergraduate Texts)

The Heston Model and Its Extensions in VBA (Wiley Finance)

Foundations of the Pricing of Financial Derivatives: Theory and Analysis (Frank J. Fabozzi Series)

Financial Engineering: Derivatives and Risk Management

Applied Quantitative Finance for Equity Derivatives: Fifth Edition

A Factor Model Approach to Derivative Pricing

Option Theory with Stochastic Analysis: An Introduction to Mathematical Finance (Universitext)

Derivatives Unlocked: A Practitioner’s Perspective

Modern Pricing of Interest–Rate Derivatives – The LIBOR Market Model and Beyond

Introduction to Stochastic Calculus Applied to Finance (Chapman and Hall/CRC Financial Mathematics Series)

An Introduction to Financial Mathematics: Option Valuation (Chapman and Hall/CRC Financial Mathematics Series)

Numerical Methods for Finance (Chapman & Hall/CRC Financial Mathematics)

Financial Mathematics: A Comprehensive Treatment in Discrete Time (Chapman and Hall/CRC Financial Mathematics Series)

Martingale Methods in Financial Modelling: 36 (Stochastic Modelling and Applied Probability, 36)

Advanced Asset Pricing Theory: 2 (Series In Quantitative Finance)