: Clewlow: Implementing Derivatives Models: New Book. Shipped from UK in 4 to 14 days. Established seller since Get this from a library! Implementing derivatives models. [Les Clewlow; Chris Strickland]. The Black–Scholes GBM model can be generalized to other models that are Clewlow, L. and Strickland, C. Implementing Derivative Models, Wiley,
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Implementing Derivative Models
Want to Read saving…. Methods and Cases Springer Finance. It is a source of practical pricing and hedging techniques for complex options, including interest rate exotics.
Tal marked it as to-read Jan 11, Books by Les Clewlow. Term Structure Consistent Models.
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John rated it really liked it Jan 11, Each model has a numeric example that you can use to check the results of your model. I would have liked to have seen more on alternatives to the lognormal model, however. They are also both principals of Lacima Consultants specialising in derivatives pricing and risk management education and software.
: Implementing Derivative Models (): Les Clewlow, Chris Strickland: Books
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Implementing derivatives models
May not post to United States – Read item description or contact seller for postage options. Would you like to tell us about a lower price? I bought this because I had to learn some stuff for work, on a project. You may send this item to up to five recipients. New and more complex options continue to appear and they generally require numerical techniques to price and hedge.
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Implementing Derivative Models by Les Clewlow
See and discover other items: Report item – opens in a new window or tab. Allow this favorite library to be seen by others Keep this favorite library private. Table of contents The Binomial Methods. Sellers may be required to accept returns for items that are not as described. Best book of implementing IR option models that I found while I was writing my masters thesis.
Have one to sell? Electricmayhem added it Aug 27, Internet resource Document Type: Derivatives markets are continuing to expand all over the world.