248 Pages
by
Chapman & Hall
248 Pages
by
Chapman & Hall
248 Pages
by
Chapman & Hall
Also available as eBook on:
While the valuation of standard American option contracts has now achieved a fair degree of maturity, much work remains to be done regarding the new contractual forms that are constantly emerging in response to evolving economic conditions and regulations. Focusing on recent developments in the field, American-Style Derivatives provides an extensive treatment of option pricing with an emphasis... Read more
Introduction. European Contingent Claims. American Contingent Claims. Standard American Options. Barrier and Capped Options. Options on Multiple Assets. Occupation Time Derivatives. Numerical Methods. Appendix: Proofs. Bibliography. Index.
Biography
Detemple, Jerome
