£72.30

Imperial College Press The Value of Uncertainty: Dealing with Risk in the Equity Derivatives Market

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Description
Along with the extraordinary growth in the derivatives market over the last decade, the impact of model choice, and model parameter usage, has become a major source of valuation uncertainty. This book concentrates on equity derivatives and charts, step by step, how key assumptions on the dynamics of stocks impact on the value of exotics. The presentation is technical, but maintains a strong focus on intuition and practical application. Contents: Introduction; Preliminaries; Dividends; Volatility; Default; Jumps; Rates; Correlation; Control.

Product Specifications
Brand
Imperial College Press
Format
Hardcover
ASIN
1848167725
Category
Books > Subjects > Business, Finance & Law > Professional Finance > Investments & Securities > Futures
Domain
Amazon UK
Release Date
16 January 2013
Listed Since
21 March 2011

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