American-Style Derivatives: Valuation and Computation (1) (Chapman and Hall/CRC Financial Mathematics Series)
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- Synopsis
- Focusing on recent developments in the field, American-Style Derivatives provides an extensive treatment of option pricing with emphasis on the valuation of American options on dividend-paying assets. This book reviews valuation principles for European contingent claims and extends the analysis to American contingent claims. It presents basic valuation principles for American options including barrier, capped, and multi-asset options. It also reviews numerical methods for option pricing and compares their relative performance. Ideal for students and researchers in quantitative finance, this material is accessible to those with a background in stochastic processes or derivative securities.
- Copyright:
- 2005
Book Details
- Book Quality:
- Publisher Quality
- Book Size:
- 248 Pages
- ISBN-13:
- 9781040219492
- Related ISBNs:
- 9780367391584, 9780429191701, 9781584885672, 9781420034868
- Publisher:
- CRC Press
- Date of Addition:
- 01/29/25
- Copyrighted By:
- Taylor & Francis Group, LLC
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- Nonfiction, Business and Finance, Mathematics and Statistics
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.