9780244741587 - Applied Quantitative Finance for Equity Derivatives, Second Edition by Healy, Jherek (13 results)

- Hardcover
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- Hardcover
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- Hardcover
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- Hardcover
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- Hardcover
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- Hardcover
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- Hardcover
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- Hardcover
Seller: moluna, Greven, Germanymoluna
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Gebunden. Condition: New. KlappentextrnrnRevised 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 standar.

- Hardcover
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- Hardcover
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Buch. Condition: Neu. 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.

- Hardcover
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HRD. Condition: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.

- Hardcover
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Seller: PBShop.store UK, Fairford, GLOS, United KingdomPBShop.store UK
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HRD. Condition: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.

- Hardcover
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Seller: THE SAINT BOOKSTORE, Southport, United KingdomTHE SAINT BOOKSTORE
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