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Implementing Derivatives Models Les Clewlow and Chris Strickland Derivatives markets, particularly the overthecounter market in complex or exotic options, are continuing to expand rapidly on a global scale, However, the availability of information regarding the theory and applications of the numerical techniques required to succeed in these markets is limited. This lack of information is extremely damaging to all kinds of financial institutions and consequently there is enormous demand for a source of sound numerical methods for pricing and hedging. Implementing Derivatives Models answers this demand, providing comprehensive coverage of practical pricing and hedging techniques for complex options. Highly accessible to practitioners seeking the latest methods and uses of models, including* The Binomial Method* Trinomial Trees and Finite Difference Methods* Monte Carlo Simulation* Implied Trees and Exotic Options* Option Pricing, Hedging and Numerical Techniques for Pricing Interest Rate Derivatives* Term Structure Consistent Short Rate Models* The Heath, Jarrow and Morton ModelImplementing Derivatives Models is also a potent resource for financial academics who need to implement, compare, and empirically estimate the behaviour of various option pricing models. Finance/Investment
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- Q: What is the main focus of 'Implementing Derivative Models'? A: 'Implementing Derivative Models' primarily focuses on providing comprehensive coverage of practical pricing and hedging techniques for complex options in derivatives markets.
- Q: Who are the authors of this book? A: The book is authored by Les Clewlow and Chris Strickland, both of whom have expertise in the field of finance and derivatives.
- Q: What key topics are covered in this book? A: Key topics include the Binomial Method, Trinomial Trees, Monte Carlo Simulation, Implied Trees, and numerical techniques for pricing interest rate derivatives.
- Q: Is this book suitable for beginners in finance? A: 'Implementing Derivative Models' is highly accessible to practitioners but may not be ideal for complete beginners due to its technical content.
- Q: How many pages does the book have? A: The book has a total of 336 pages.
- Q: What is the binding type of this book? A: The book is available in hardcover binding.
- Q: When was 'Implementing Derivative Models' published? A: The book was published in June 1998.
- Q: What is the condition of the book? A: 'Implementing Derivative Models' is listed as 'New', indicating it has not been used or damaged.
- Q: Can this book be useful for financial academics? A: Yes, it serves as a resource for financial academics needing to implement, compare, and empirically estimate various option pricing models.
- Q: What edition of the book is available? A: The book is available in its first edition.