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Date added: 17.1.2015
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As the market for new derivative instruments continues to expand both in volume and complexity, traders and brokers everywhere are clamoring for sound, numerical techniques to model, price and comfortably hedge complex, exotic options. HighlyMoreAs the market for new derivative instruments continues to expand both in volume and complexity, traders and brokers everywhere are clamoring for sound, numerical techniques to model, price and comfortably hedge complex, exotic options. Highly accessible to practitioners seeking the latest uses of Monte Carlo and Binomial methods, this book is also a potent resource for financial academics who need to implement, examine and empirically estimate the behavior of various options pricing models. Implementing Derivative Models by Les Clewlow
