Hedging & Pricing of Options Using Least Squares Through Simulation

By Ravindra Chitlangi

The enormous growth of derivatives markets necessitates the pricing and hedging of derivative contracts accurately and efficiently. This work extends the pricing approach introduced by Longstaff and... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 384433341X
• ISBN13: 9783844333411
• Release Date: May 2011
• Publisher: LAP Lambert Academic Publishing
• Length: 64 Pages
• Weight: 0.23 lbs.
• Dimensions: 0.1" x 6.0" x 9.0"