American-style derivatives : valuation and computation /

Focusing on recent developments in the field, Detemple (management, Boston University) examines option pricing. The book begins with a review of valuation principles for European contingent claims in a financial market in which the underlying asset price follows an Ito process, and then extends the...

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Bibliographic Details

Main Author:	Detemple, Jérôme
Corporate Author:	Taylor & Francis
Format:	eBook
Language:	English
Published:	Boca Raton [Fla.] : Taylor & Francis, 2006.
Series:	Chapman & Hall/CRC financial mathematics series.
Subjects:	Derivative securities > United States. Derivative securities > Valuation. Instruments dérivés (Finances) > États-Unis. Instruments dérivés (Finances) > Évaluation. Derivative securities Derivative securities > Valuation United States Electronic books.
Online Access:	Connect to the full text of this electronic book