Hedging With Trees Advances In Pricing And Risk Managing Derivatives
by Mark Broadie /
1998 / English / PDF
19.6 MB Download
*An edited compilation of the best technical articles published in RISK magazine from 1995-98 *Developments in exotic options, interest rate modelling, and computational techniques *Advances in market risk, VAR and capital management *Original introductory overviews by Mark Broadie and Paul Glasserman
