Hull, John
Hull-White on derivatives
Hull, John, John Hull, Alan White · 1996
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This text provides an in-depth look at the impact of stochastic volatility on the pricing and hedging of options. It also examines how trees and lattices provide an alternative to the more complicated implicit finite difference method when valuing derivative instruments.
Book details
- Year
- 1996
- Publisher
- Risk Books
- Editions
- 1
- Pages
- 356
- ISBN
- 9781899332458
Data source: Wikidata
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