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Derivatives: Models on Models (The Wiley Finance Series) book cover by Espen Gaarder Haug
Hardcover

Derivatives: Models on Models (The Wiley Finance Series)

by Espen Gaarder Haug

$90.10 / copy at 25+ copies As low as $84.80 at 1,000+Your best volume price

Hardcover · 384 pages Wiley · 2007

Format

Hardcover
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About the book

Derivatives

Derivatives Models on Models takes a theoretical and practical look at some of the latest and most important ideas behind derivatives pricing models. In each chapter the author highlights the latest thinking and trends in the area. A wide range of topics are covered, including valuation methods on stocks paying discrete dividend, Asian options, American barrier options, Complex barrier options, reset options, and electricity derivatives.

The book also discusses the latest ideas surrounding finance like the robustness of dynamic delta hedging, option hedging, negative probabilities and space-time finance. The accompanying CD-ROM with additional Excel sheets includes the mathematical models covered in the book.

The book also includes interviews with some of the world’s top names in the industry, and an insight into the history behind some of the greatest discoveries in quantitative finance. Interviewees include:

  • Clive Granger, Nobel Prize winner in Economics 2003, on Cointegration
  • Nassim Taleb on Black Swans
  • Stephen Ross on Arbitrage Pricing Theory
  • Emanuel Derman the Wall Street Quant
  • Edward Thorp on Gambling and Trading
  • Peter Carr the Wall Street Wizard of Option Symmetry and Volatility
  • Aaron Brown on Gambling, Poker and Trading
  • David Bates on Crash and Jumps
  • Andrei Khrennikov on Negative Probabilities
  • Elie Ayache on Option Trading and Modeling
  • Peter Jaeckel on Monte Carlo Simulation
  • Alan Lewis on Stochastic Volatility and Jumps
  • Paul Wilmott on Paul Wilmott
  • Knut Aase on Catastrophes and Financial Economics
  • Eduardo Schwartz the Yoga Master of Quantitative Finance
  • Bruno Dupire on Local and Stochastic Volatility Models


The book, Derivatives: Models on Models (The Wiley Finance Series) [Bulk, Wholesale, Quantity] ISBN#9780470013229 in Hardcover by Espen Gaarder Haug may be ordered in bulk quantities. Minimum starts at 25 copies. Availability based on publisher status and quantity being ordered.

Details

Publisher
Wiley
Author
Espen Gaarder Haug
Format
Hardcover
Published
Jul 23, 2007
ISBN-13
9780470013229
Pages
384
Carton quantity
10 copies
Printing
Printed on demand
Buying for a group

Derivatives in bulk: pricing

Volume pricing applies automatically in your cart. No codes, no account needed.

CopiesPrice per copyYou save
25 – 99 $90.10 15% off list
100 – 249 $89.04 16% off list
250 – 499 $87.98 17% off list
500 – 999 $86.92 18% off list
1,000+ $84.80 20% off list
Ways groups use it

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2
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3
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How fast can I get copies of Derivatives?

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