Book and CDROM include the important topics and cutting-edge research in financial derivatives and risk management.Review of Financial Studies, 9:1211a1250, 1996. F. Black, E. ... and P. Glasserman. Monte Carlo methods for pricing highdimensional American options : An overview. ... The DFT: An Ownera#39;s Manual for the Discrete Fourier Transform. SIAManbsp;...
|Title||:||Advanced Derivatives Pricing and Risk Management|
|Author||:||Claudio Albanese, Giuseppe Campolieti|
|Publisher||:||Academic Press - 2006|