Tell your friends about this item:
Hull-White on Derivatives John Hull
Do you have a profile? Log in
Christmas presents can be returned until 31 January
Get notified about new John Hull releases
Add to your iMusic wish list
Hull-White on Derivatives
John Hull
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.
356 pages, bibliography, index
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | June 1, 1996 |
| ISBN13 | 9781899332458 |
| Publishers | Risk Books |
| Pages | 356 |
| Dimensions | 157 × 232 × 25 mm · 718 g |