eBook - PDF
American-Style Derivatives
Valuation and Computation
Jerome Detemple
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- 248 pages
- English
- PDF
- Available on iOS & Android
eBook - PDF
American-Style Derivatives
Valuation and Computation
Jerome Detemple
Book details
Table of contents
Citations
About This Book
Focusing on recent developments in the field, American-Style Derivatives provides an extensive treatment of option pricing with emphasis on the valuation of American options on dividend-paying assets. This book reviews valuation principles for European contingent claims and extends the analysis to American contingent claims. It presents basic valuation principles for American options including barrier, capped, and multi-asset options. It also reviews numerical methods for option pricing and compares their relative performance. Ideal for students and researchers in quantitative finance, this material is accessible to those with a background in stochastic processes or derivative securities.
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Table of contents
Citation styles for American-Style Derivatives
APA 6 Citation
Detemple, J. (2005). American-Style Derivatives (1st ed.). CRC Press. Retrieved from https://www.perlego.com/book/1472955/americanstyle-derivatives-valuation-and-computation-pdf (Original work published 2005)
Chicago Citation
Detemple, Jerome. (2005) 2005. American-Style Derivatives. 1st ed. CRC Press. https://www.perlego.com/book/1472955/americanstyle-derivatives-valuation-and-computation-pdf.
Harvard Citation
Detemple, J. (2005) American-Style Derivatives. 1st edn. CRC Press. Available at: https://www.perlego.com/book/1472955/americanstyle-derivatives-valuation-and-computation-pdf (Accessed: 14 October 2022).
MLA 7 Citation
Detemple, Jerome. American-Style Derivatives. 1st ed. CRC Press, 2005. Web. 14 Oct. 2022.