Value Of Uncertainty, The: Dealing With Risk In The Equity Derivatives Market
Download or Read eBook Value Of Uncertainty, The: Dealing With Risk In The Equity Derivatives Market PDF written by George J Kaye and published by World Scientific Publishing Company. This book was released on 2012-11-16 with total page 438 pages. Available in PDF, EPUB and Kindle.
| Author | : George J Kaye |
| Publisher | : World Scientific Publishing Company |
| Total Pages | : 438 |
| Release | : 2012-11-16 |
| ISBN-10 | : 9781908979582 |
| ISBN-13 | : 1908979585 |
| Rating | : 4/5 (82 Downloads) |
Book Synopsis Value Of Uncertainty, The: Dealing With Risk In The Equity Derivatives Market by : George J Kaye
Book excerpt: 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
