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Wiley Derivatives: Models on Models - Finance Series Book

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Description

Explore advanced concepts in derivatives pricing with Derivatives: Models on Models from the Wiley Finance Series. This book provides a theoretical and practical look at the most important ideas currently shaping the field. Each chapter examines the latest trends and thinking in financial modeling to help professionals stay ahead of market changes. Readers will find detailed coverage of diverse topics, including valuation methods for stocks paying discrete dividends, Asian options, and American barrier options. The text also addresses complex barrier options, reset options, and electricity derivatives. Beyond specific instruments, the book examines modern financial ideas such as the robustness of dynamic delta hedging, option hedging, negative probabilities, and space-time considerations. It is an essential resource for anyone studying professional finance, investments, and securities.

Key Features

Wiley Finance Series provides a deep look at the theoretical and practical aspects of modern derivatives pricing models.

The book covers specialized valuation methods for stocks paying discrete dividends and various option types.

Learn about complex financial instruments including Asian options, American barrier options, and reset options.

Explore niche market topics such as electricity derivatives and the latest thinking in the finance industry.

Gain insights into technical concepts like dynamic delta hedging, option hedging, and negative probabilities.

Product Specifications

Brand
Wiley
Format
hardcover
Domain
Amazon UK
Release Date
25 May 2007
Listed Since
01 February 2007

Barcode

No barcode data available

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