[PDF.27ih] The Value of Uncertainty:Dealing with Risk in the Equity Derivatives Market
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The Value of Uncertainty:Dealing with Risk in the Equity Derivatives Market
George Kaye
[PDF.wd84] The Value of Uncertainty:Dealing with Risk in the Equity Derivatives Market
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| #2890161 in eBooks | 2012-11-16 | 2012-11-16 | File type: PDF|||"In his timely book, George Kaye, a Cambridge-trained physicist with over a dozen years of experience as a quantitative analyst at leading investment banks in the City of London, covers a wide variety of topics in the context of equity option pricing and ri
Along with the extraordinary growth in the derivatives market over the last decade, the impact of model choice, and model parameter usage, has become a major source of valuation uncertainty. This book concentrates on equity derivatives and charts, step by step, how key assumptions on the dynamics of stocks impact on the value of exotics. The presentation is technical, but maintains a strong focus on intuition and practical application.
Contents:
Intro...
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