Hedging with trees : advances in pricing and risk managing derivatives

Hedging with trees : advances in pricing and risk managing derivatives

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Bibliographic Details
Main Authors : Broadie Mark, Glasserman Paul (Éditeur scientifique)
Format : Book
Language : anglais
Title statement : Hedging with trees : advances in pricing and risk managing derivatives / Ed. by Mark Broadie; and Paul Glasserman
Published : London : Risk , 1998
Physical Description : 262 p.
Subjects :
Finances > Modèles mathématiques
Couverture (finances)
Options exotiques
Volatilité (finances)
Gestion du risque

BU Droit

Holdings details from BU Droit
Location Call Number Loan type Status
Magasin 2019/0058 Empruntable Available