Value Of Uncertainty The Dealing With Risk In The Equity Derivatives Market
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Value Of Uncertainty, The: Dealing With Risk In The Equity Derivatives Market
Author | : George J Kaye |
Publisher | : World Scientific Publishing Company |
Total Pages | : 438 |
Release | : 2012-11-16 |
Genre | : Business & Economics |
ISBN | : 1908979585 |
Download Value Of Uncertainty, The: Dealing With Risk In The Equity Derivatives Market Book in PDF, Epub and Kindle
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
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