Hybrid Derivatives - Modeling and Pricing

Presents the state of the art in modeling and pricing hybrid derivatives. This book provides description of the market and its assets, which include interest rates, bonds, foreign exchange, credit and commodities. It also includes mathematical concepts behind them, including modeling with Monte Carlo and Copulae.

Product details

• Authors: C. Hunter, Christopher Hunter, Hunter Christopher
• Publisher: Wiley, John and Sons Ltd
• Languages: English
• Product format: Hardback
• Released: 07.01.2011
• EAN: 9780470026618
• ISBN: 978-0-470-02661-8
• No. of pages: 448
• Series: Wiley Finance; Wiley Finance Editions; The Wiley Finance Series; The Wiley Finance Series
• Subjects: Social sciences, law, business > Business > Individual industrial sectors, branches; Investment-Geschäft, Business & Economics / Investments & Securities / General, Investment and securities