We a good story
Quick delivery in the UK

American-Style Derivatives

- Valuation and Computation

About American-Style Derivatives

Offers a treatment of option pricing with an emphasis on the valuation of American options on dividend-paying assets. This book reviews valuation principles for European contingent claims and analyses the American contingent claims. It presents basic valuation principles for American options including barrier, capped, and multi-asset options.

Show more
  • Language:
  • English
  • ISBN:
  • 9781584885672
  • Binding:
  • Hardback
  • Pages:
  • 248
  • Published:
  • December 8, 2005
  • Dimensions:
  • 156x234x19 mm.
  • Weight:
  • 498 g.
Delivery: 2-3 weeks
Expected delivery: January 11, 2025
Extended return policy to January 30, 2025
  •  

    Cannot be delivered before Christmas.
    Buy now and print a gift certificate

Description of American-Style Derivatives

Offers a treatment of option pricing with an emphasis on the valuation of American options on dividend-paying assets. This book reviews valuation principles for European contingent claims and analyses the American contingent claims. It presents basic valuation principles for American options including barrier, capped, and multi-asset options.

User ratings of American-Style Derivatives



Find similar books
The book American-Style Derivatives can be found in the following categories:

Join thousands of book lovers

Sign up to our newsletter and receive discounts and inspiration for your next reading experience.