Imperial College Press
Value of Uncertainty, The: Dealing with Risk in the Equity Derivatives Market
Product Code:
9781848167728
ISBN13:
9781848167728
Condition:
New
$118.38
Value of Uncertainty, The: Dealing with Risk in the Equity Derivatives Market
$118.38
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.
| Author: George J. Kaye |
| Publisher: Imperial College Press |
| Publication Date: Jan 15, 2013 |
| Number of Pages: 440 pages |
| Binding: Hardback or Cased Book |
| ISBN-10: 1848167725 |
| ISBN-13: 9781848167728 |
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