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- catalog contributor b10901384.
- catalog contributor b10901385.
- catalog created "1998.".
- catalog date "1998".
- catalog date "1998.".
- catalog dateCopyrighted "1998.".
- catalog description "Includes bibliographical references (p. [300]-303) and index.".
- catalog description "The Black-Scholes world, option pricing and numerical techniques -- The binomial method -- Trinomial trees and finite difference methods -- Monte Carlo simulation -- Implied trees and exotic options -- Option pricing and hedging and numerical techniques for pricing interest rate derivatives -- Term structure consistent models -- Constructing binomial trees for the short rate -- Constructing trinomial trees for the short rate -- The Heath, Jarrow and Morton model.".
- catalog extent "xx, 309 p. :".
- catalog hasFormat "Implementing derivatives models.".
- catalog identifier "0471966517 (cloth : alk. paper)".
- catalog isFormatOf "Implementing derivatives models.".
- catalog isPartOf "Wiley series in financial engineering".
- catalog issued "1998".
- catalog issued "1998.".
- catalog language "eng".
- catalog publisher "Chichester ; New York : Wiley,".
- catalog relation "Implementing derivatives models.".
- catalog subject "332.64/5 21".
- catalog subject "Derivative securities Mathematical models.".
- catalog subject "HG6024.A3 C584 1998".
- catalog tableOfContents "The Black-Scholes world, option pricing and numerical techniques -- The binomial method -- Trinomial trees and finite difference methods -- Monte Carlo simulation -- Implied trees and exotic options -- Option pricing and hedging and numerical techniques for pricing interest rate derivatives -- Term structure consistent models -- Constructing binomial trees for the short rate -- Constructing trinomial trees for the short rate -- The Heath, Jarrow and Morton model.".
- catalog title "Implementing derivatives models / Les Clewlow and Chris Strickland.".
- catalog type "text".