-
Anglický jazyk
The Value of Uncertainty
Autor: George Kaye
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... Viac o knihe
Na objednávku, dodanie 2-4 týždne
107.10 €
bežná cena: 119.00 €
O knihe
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.
- Vydavateľstvo: ICP
- Rok vydania: 2012
- Formát: Hardback
- Rozmer: 235 x 157 mm
- Jazyk: Anglický jazyk
- ISBN: 9781848167728
