American-Style Derivatives: Valuation and Computation

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2007-6-30 14:27:00 上传

American-Style Derivatives: Valuation and Computation
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American-Style Derivatives: Valuation and Computation (Chapman & Hall/Crc Financial Mathematics)
Publisher:Chapman & Hall/CRC (2005-12-09) | ISBN-10: 158488567X | PDF | 15.3 Mb | 248 pages
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. According to Glyn A. Holton, writing in Contingency Analysis, "For an in-depth look at the literature on American-style derivatives pricing, this is the book to read."

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关键词：derivatives Computation Derivative Valuation American derivatives Computation Valuation

One volumn of Chapman & Hall/CRC Financial Mathematics Series. A fantastic book, deserves a careful read. It is encouraged to post other volumns.

zhushiyou,你好：

我购买了书，可是不能下载，能给我邮箱发一份吗？

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谢谢！！！！