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Hull-White on Derivatives, Paperback / softback Book

Hull-White on Derivatives Paperback / softback

Paperback / softback

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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.

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£65.00

£17.49

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