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Hull-White on Derivatives John Hull
Hull-White on Derivatives
John Hull
This text provides an in-depth look at the impact of stochastic volatility on the pricing and hedging of options. It also examines how trees and lattices provide an alternative to the more complicated implicit finite difference method when valuing derivative instruments.
356 pages, bibliography, index
| メディア | 書籍 Paperback Book (ソフトカバーで背表紙を接着した本) |
| リリース済み | 1996年6月1日 |
| ISBN13 | 9781899332458 |
| 出版社 | Risk Books |
| ページ数 | 356 |
| 寸法 | 157 × 232 × 25 mm · 718 g |