Hull-White on Derivatives - John Hull - Books - Risk Books - 9781899332458 - June 1, 1996
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John Hull
Hull-White on Derivatives

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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.

356 pages, bibliography, index

Media Books     Paperback Book   (Book with soft cover and glued back)
Released June 1, 1996
ISBN13 9781899332458
Publishers Risk Books
Pages 356
Dimensions 157 × 232 × 25 mm   ·   718 g

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