Applied Quantitative Finance for Equity Derivatives, second edition

Language: English

Published by Lulu Press Jan 2019, 2019

0244741581 / 9780244741587

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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Neuware - Revised and corrected in December 2018, this book presents the most significant equity derivatives models used these days. It is not a book around esoteric or cutting-edge models, but rather a book on relatively simple and standard models, viewed from the angle of a practitioner.A few key subjects explained in this book are: cash dividends for European, American, or exotic options; issues of the Dupire local volatility model and possible fixes; finite difference techniques for American options and exotics; Non-parametric regression for American options in Monte-Carlo, randomized simulations; the particle method for stochastic-local-volatility model with quasi-random numbers; numerical methods for the variance and volatility swaps; quadratures for options under stochastic volatility models; VIX options and dividend derivatives; backward/forward representation of exotics.This second edition adds new arbitrage-free implied volatility interpolations, and covers various warrants, such as CBBCs.

Seller Inventory # 9780244741587

Title
Applied Quantitative Finance for Equity Derivatives, second edition
Author
Jherek Healy
Publisher
Lulu Press Jan 2019
Publication year
2019
Condition
Neu
Binding
Buch
Language
English
ISBN 10
0244741581
ISBN 13
9780244741587
Item weight
995 grams
Dimensions
235x157x35 mm

AHA-BUCH GmbH

Einbeck, Germany

5-star seller

AbeBooks seller since August 14, 2006

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Item5 to 7 business days7 to 10 business days
First itemUS$ 35.38US$ 35.38
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