0470013222 Item in good condition. Textbooks may not include supplemental items i.e. CDs, access codes etc. Bookseller Inventory #
Synopsis: Derivatives Models on Models takes a theoretical and practical look at some of the latest and most important ideas behind derivatives pricing models. In each chapter the author highlights the latest thinking and trends in the area. A wide range of topics are covered, including valuation methods on stocks paying discrete dividend, Asian options, American barrier options, Complex barrier options, reset options, and electricity derivatives.
The book also discusses the latest ideas surrounding finance like the robustness of dynamic delta hedging, option hedging, negative probabilities and space-time finance. The accompanying CD-ROM with additional Excel sheets includes the mathematical models covered in the book.
The book also includes interviews with some of the world’s top names in the industry, and an insight into the history behind some of the greatest discoveries in quantitative finance. Interviewees include:
About the Author: Dr Espen Gaarder Haug has more than 15 years of experience in Derivatives research and trading, and has worked for more than 20 years as a trader. Until recently he worked as a proprietary trader in J.P. Morgan New York, and as a derivatives trader for two multi-billion dollar hedge funds; Amaranth Investor and Paloma Partners, located in Greenwich Connecticut. Before that he worked for Tempus Financial Engineering, Chase Manhattan Bank (now J.P. Morgan Chase) and Den Norske Bank.
He is the author of The Complete Guide of Option Pricing Formulas, which has become a reference manual among Wall Street professionals. He has a PhD from the Norwegian University of Science and Technology where he specialized in Option Valuation and Trading and has published extensively in practitioner and academic journals. He is currently considering setting up his own investment company - possibly the first Anti-Hedge fund!
Title: Derivatives Models on Models
Book Condition: Good
Book Description Wiley. Hardcover. Book Condition: Good. 0470013222 Item in good condition. Textbooks may not include supplemental items i.e. CDs, access codes etc. Bookseller Inventory # Z0470013222Z3
Book Description John Wiley & Sons, 2007. Book Condition: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. Dust Jacket in good condition. , 1150grams, ISBN:9780470013229. Bookseller Inventory # 6643764
Book Description Hardcover. Book Condition: Fine. 1. Bookseller Inventory # K-156-185
Book Description Book Condition: Good. Book Condition: Good. Bookseller Inventory # 97804700132294.0
Book Description Book Condition: acceptable. 1102 Gramm. Bookseller Inventory # M00470013222-B
Book Description Wiley, 2007. Hardcover. Book Condition: Very Good. Great condition with minimal wear, aging, or shelf wear. Bookseller Inventory # P020470013222
Book Description Wiley, 2007. Hardcover. Book Condition: Like New. Almost new condition. Bookseller Inventory # P010470013222
Book Description John Wiley and Sons. Book Condition: New. Brand New. Bookseller Inventory # 0470013222
Book Description Wiley, 2007. Hardcover. Book Condition: New. Never used!. Bookseller Inventory # P110470013222
Book Description John Wiley and#38; Sons, 2007. HRD. Book Condition: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Bookseller Inventory # FW-9780470013229