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Implementing Derivative Models

ISBN: 978-0-471-96651-7
Hardcover
250 pages
June 1998
List Price: US $190.00
Government Price: US $127.36
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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.

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