
American-Style Derivatives (English, Jerome Detemple)
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Book Details
Publisher
Chapman and Hall/CRC
Language
English
ISBN-13
9781584885672
ISBN-10
158488567X
Author
Jerome Detemple
About the Book
While the valuation of standard American option contracts has now achieved a fair degree of maturity, much work remains to be done regarding the new contractual forms that are constantly emerging in response to evolving economic conditions and regulations. Focusing on recent developments in the field, American-Style Derivatives provides an extensive treatment of option pricing with an emphasis on the valuation of American options on dividend-payi…
ISBN: 9781584885672
ISBN-13: 9781584885672
ISBN-10: 158488567X
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Product ID: isbn-9781584885672
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