Implementing Derivative ModelsISBN: 978-0-471-96651-7
Hardcover
250 pages
June 1998
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The Binomial Methods.
Finite Difference Models.
The Monte Carlo Method.
Implied Trees .
Yield Curve Fitting Trees.
Applications to Exotic Options.
Conclusion.
Finite Difference Models.
The Monte Carlo Method.
Implied Trees .
Yield Curve Fitting Trees.
Applications to Exotic Options.
Conclusion.