Value Of Uncertainty, The: Dealing With Risk In The Equity Derivatives Market PDF Download

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Value Of Uncertainty, The: Dealing With Risk In The Equity Derivatives Market

Value Of Uncertainty, The: Dealing With Risk In The Equity Derivatives Market PDF Author: George J Kaye
Publisher: World Scientific Publishing Company
ISBN: 1908979585
Category : Business & Economics
Languages : en
Pages : 438

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Book Description
Along with the extraordinary growth in the derivatives market over the last decade, the impact of model choice, and model parameter usage, has become a major source of valuation uncertainty. This book concentrates on equity derivatives and charts, step by step, how key assumptions on the dynamics of stocks impact on the value of exotics. The presentation is technical, but maintains a strong focus on intuition and practical application./a