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This text provides up-to-date coverage of the latest techniques in option modelling, including the Monte Carlo and Binomial methods. It is a source of practical pricing and hedging techniques for complex options, including interest rate exotics. Please choose whether or not you want other users to be able to see on your profile that this library is a stricklanf of yours.
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: Implementing Derivative Models (): Les Clewlow, Chris Strickland: Books
Implementing derivatives models
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Would you also like to submit ans review for this item? You already recently rated this item. Your rating has been recorded. Write a review Rate this item: Preview this item Preview this item. Implementing derivatives models Author: Les Clewlow ; Chris Strickland Publisher: Chichester strickalnd New Mmodels Wiley series in financial engineering.
English View all editions and formats Summary:. Find a copy online Links to this item Table of contents. Allow this favorite library to be seen by others Keep this favorite library private. Find a copy in the library Finding libraries that hold this item Details Additional Physical Format: Internet resource Document Type: Les Clewlow ; Chris Strickland Find more information about: Les Clewlow Chris Strickland.
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Implementing Derivative Models
Wiley, OCoLC Trinomial Trees and Finite Difference Methods. Implied Trees and Exotic Options — pt. Implementing Interest Rate Models. Term Structure Consistent Models. Constructing Binomial Trees for the Short Rate. Constructing Trinomial Trees for the Short Rate. The Drivatives, Jarrow and Morton Model. Table of contents Contributor biographical information Publisher description.