Hull-White on Derivatives / Libristo.pl
Hull-White on Derivatives

Code: 04311659

Hull-White on Derivatives

by John Hull, Alan White

This text provides an in-depth look at the impact of stochastic volatility on the pricing and hedging of options. It also examines how trees and lattices provide an alternative to the more complicated implicit finite difference me ... more


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Book synopsis

This text provides an in-depth look at the impact of stochastic volatility on the pricing and hedging of options. It also examines how trees and lattices provide an alternative to the more complicated implicit finite difference method when valuing derivative instruments.

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