The value of uncertainty : dealing with risk in the equity derivatives market / George Kaye.
Material type: TextPublication details: London : Imperial College Press, c2013.Description: xvi, 419 pages : illustrations ; 24 cmISBN:- 9781848167728 (hbk.)
- 1848167725 (hbk.)
- 332.6457 23
- HG6024.A3 K4 2013
Contents:
Introduction -- Preliminaries -- Dividends -- Volatility -- Default -- Jumps -- Rates -- Correlation -- Control.
Item type | Current library | Call number | Copy number | Status | Date due | Barcode |
---|---|---|---|---|---|---|
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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