Value of Uncertainty, The: Dealing with Risk in the Equity Derivatives Market by Kaye, George J.

Value of Uncertainty, The: Dealing with Risk in the Equity Derivatives Market (Hardcover) (ISBN-13: 9781848167728)

Vendor: George J. Kaye
Product type: Books
Format: Hardcover
$110.00
$110.00
$110.00
Subtotal: $110.00
Value of Uncertainty, The: Dealing with Risk in the Equity Derivatives Market by Kaye, George J.

Value of Uncertainty, The: Dealing with Risk in the Equity Derivatives Market

$110.00
Value of Uncertainty, The: Dealing with Risk in the Equity Derivatives Market by Kaye, George J.

Value of Uncertainty, The: Dealing with Risk in the Equity Derivatives Market

$110.00
Format: Hardcover
Description
Description
x
Along with the extraordinary growth in the derivatives market over the last decade, the impact of model choice, and model parameter usage, has become a major source of valuation uncertainty. This book concentrates on equity derivatives and charts, step by step, how key assumptions on the dynamics of stocks impact on the value of exotics. The presentation is technical, but maintains a strong focus on intuition and practical application.

Author: George J. Kaye
ISBN-10: 1848167725
ISBN-13: 9781848167728
Publisher: Imperial College Press
Language: English
Published: 01/15/2013
Pages: 440
Format: Hardcover
Weight: 1.65lbs
Size: 9.00h x 6.10w x 1.10d

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