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American-Style Derivatives (Valuation and Computation)
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$89.99
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Product Details
Author:
Jerome Detemple
Format:
Paperback
Pages:
248
Publisher:
CRC Press (October 23, 2019)
Language:
English
ISBN-13:
9780367391584
Weight:
17.625oz
Dimensions:
6.125" x 9.1875"
File:
TAYLORFRANCIS-TayFran_260519045159724-20260519.xml
Folder:
TAYLORFRANCIS
List Price:
$89.99
Series:
Chapman and Hall/CRC Financial Mathematics Series
Case Pack:
40
As low as:
$85.49
Publisher Identifier:
P-CRC
Discount Code:
H
Country of Origin:
United States
Pub Discount:
30
Imprint:
Chapman and Hall/CRC
Overview
Focusing on recent developments in the field, American-Style Derivatives provides an extensive treatment of option pricing with emphasis on the valuation of American options on dividend-paying assets. This book reviews valuation principles for European contingent claims and extends the analysis to American contingent claims. It presents basic valuation principles for American options including barrier, capped, and multi-asset options. It also reviews numerical methods for option pricing and compares their relative performance. Ideal for students and researchers in quantitative finance, this material is accessible to those with a background in stochastic processes or derivative securities.
