Become a Readings Member to make your shopping experience even easier. Sign in or sign up for free!

Become a Readings Member. Sign in or sign up for free!

Hello Readings Member! Go to the member centre to view your orders, change your details, or view your lists, or sign out.

Hello Readings Member! Go to the member centre or sign out.

Hull-White on Derivatives
Paperback

Hull-White on Derivatives

$281.99
Sign in or become a Readings Member to add this title to your wishlist.

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.

Read More
In Shop
Out of stock
Shipping & Delivery

$9.00 standard shipping within Australia
FREE standard shipping within Australia for orders over $100.00
Express & International shipping calculated at checkout

MORE INFO
Format
Paperback
Publisher
Risk Books
Country
United Kingdom
Date
1 June 1996
Pages
356
ISBN
9781899332458

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.

Read More
Format
Paperback
Publisher
Risk Books
Country
United Kingdom
Date
1 June 1996
Pages
356
ISBN
9781899332458