Value Of Uncertainty, The: Dealing With Risk In The Equity Derivatives Market

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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 un certainty. 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.Format: HardcoverNo of Pages: 440Imprint: Imperial College PressPublication date: 20121119 Show more