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The value of uncertainty : dealing with risk in the equity derivatives market / George Kaye.

By: Material type: TextTextPublication details: London : Imperial College Press, c2013.Description: xvi, 419 pages : illustrations ; 24 cmISBN:
  • 9781848167728 (hbk.)
  • 1848167725 (hbk.)
Subject(s): DDC classification:
  • 332.6457 23
LOC classification:
  • HG6024.A3 K4 2013
Contents:
Introduction -- Preliminaries -- Dividends -- Volatility -- Default -- Jumps -- Rates -- Correlation -- Control.
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Item type Current library Call number Copy number Status Date due Barcode
General Books General Books CUTN Central Library Generalia 332.6457 (Browse shelf(Opens below)) 1 Available 19100

Includes bibliographical references (p. 405-414) and index.

Introduction -- Preliminaries -- Dividends -- Volatility -- Default -- Jumps -- Rates -- Correlation -- Control.

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