This book 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 is 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 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:
Nassim Taleb on Black Swans
Edward Thorp on Gambling and Trading
Alan Lewis on Stochastic Volatility and Jumps
Emanuel Derman, the Wall Street Quant
Peter Carr, the Wall Street Wizard of Option Symmetry and
Volatility
Clive Granger, Nobel Prize winner in Economics 2003, on
Cointegration
Stephen Ross on Arbitrage Pricing Theory
Bruno Dupire on Local and Stochastic Volatility Models
Eduardo Schwartz the Yoga Master of Quantitative Finance
Aaron Brown on Gambling, Poker and Trading
Knut Aase on Catastrophes and Financial Economics
Elie Ayache on Modeling
Paul Wilmott on Paul Wilmott
Andrei Khrennikov on Negative Probabilities
David Bates on Crash and Jumps
Peter Jackel on Monte Carlo Simulation
General
Is the information for this product incomplete, wrong or inappropriate?
Let us know about it.
Does this product have an incorrect or missing image?
Send us a new image.
Is this product missing categories?
Add more categories.
Review This Product
No reviews yet - be the first to create one!
Welcome to Loot.co.za!
Sign in / Register |Wishlists & Gift Vouchers |Help | Advanced search
