{"product_id":"derivatives-models-on-models-hardcover","title":"Derivatives: Models on Models - Hardcover","description":"\u003cdiv\u003e\u003cp style=\"text-align: right;\"\u003e\u003ca href=\"https:\/\/reportcopyrightinfringement.com\/\" target=\"_blank\" rel=\"nofollow\"\u003e\u003cb\u003eReport copyright infringement\u003c\/b\u003e\u003c\/a\u003e\u003c\/p\u003e\u003c\/div\u003e\u003cp\u003eby \u003cb\u003eEspen Gaarder Haug\u003c\/b\u003e (Author)\u003c\/p\u003e\u003cp\u003e\u003ci\u003eDerivatives Models on Models\u003c\/i\u003e takes a theoretical and practical look at some of the latest and most important ideas behind derivatives pricing models. In each chapter the author highlights the latest thinking and trends in the area. A wide range of topics are covered, including valuation methods on stocks paying discrete dividend, Asian options, American barrier options, Complex barrier options, reset options, and electricity derivatives. \u003c\/p\u003e\u003cp\u003eThe book also discusses the latest ideas surrounding finance like the robustness of dynamic delta hedging, option hedging, negative probabilities and space-time finance. The accompanying CD-ROM with additional Excel sheets includes the mathematical models covered in the book.\u003c\/p\u003e \u003cp\u003eThe book also includes interviews with some of the world's top names in the industry, and an insight into the history behind some of the greatest discoveries in quantitative finance. Interviewees include: \u003c\/p\u003e \u003cul\u003e \u003cli\u003e Clive Granger, Nobel Prize winner in Economics 2003, on Cointegration \u003c\/li\u003e \u003cli\u003e Nassim Taleb on Black Swans \u003c\/li\u003e \u003cli\u003e Stephen Ross on Arbitrage Pricing Theory \u003c\/li\u003e \u003cli\u003e Emanuel Derman the Wall Street Quant \u003c\/li\u003e \u003cli\u003e Edward Thorp on Gambling and Trading \u003c\/li\u003e \u003cli\u003e Peter Carr the Wall Street Wizard of Option Symmetry and Volatility \u003c\/li\u003e \u003cli\u003e Aaron Brown on Gambling, Poker and Trading \u003c\/li\u003e \u003cli\u003e David Bates on Crash and Jumps \u003c\/li\u003e \u003cli\u003e Andrei Khrennikov on Negative Probabilities \u003c\/li\u003e \u003cli\u003e Elie Ayache on Option Trading and Modeling \u003c\/li\u003e \u003cli\u003e Peter Jaeckel on Monte Carlo Simulation \u003c\/li\u003e \u003cli\u003e Alan Lewis on Stochastic Volatility and Jumps \u003c\/li\u003e \u003cli\u003e Paul Wilmott on Paul Wilmott \u003c\/li\u003e \u003cli\u003e Knut Aase on Catastrophes and Financial Economics \u003c\/li\u003e \u003cli\u003e Eduardo Schwartz the Yoga Master of Quantitative Finance \u003c\/li\u003e \u003cli\u003e Bruno Dupire on Local and Stochastic Volatility Models \u003c\/li\u003e \u003c\/ul\u003e\u003ch3\u003eBack Jacket\u003c\/h3\u003e\u003cp\u003eThis book takes a theoretical and practical look at some of the latest and most important ideas behind derivatives pricing models. In each chapter the author highlights the latest thinking and trends in the area. A wide range of topics is covered, including valuation methods on stocks paying discrete dividend, Asian options, American barrier options, Complex barrier options, reset options, and electricity derivatives. The book also discusses the latest ideas surrounding finance like the robustness of dynamic delta hedging, option hedging, negative probabilities and space-time finance. \u003c\/p\u003e\u003cp\u003eThe accompanying CD with additional Excel sheets includes the mathematical models covered in the book.\u003c\/p\u003e \u003cp\u003eThe book also includes interviews with some of the world's top names in the industry, and an insight into the history behind some of the greatest discoveries in quantitative finance. Interviewees include: \u003c\/p\u003e \u003cp\u003e\u003cb\u003eNassim Taleb\u003c\/b\u003e on Black Swans\u003c\/p\u003e \u003cp\u003e\u003cb\u003eEdward Thorp\u003c\/b\u003e on Gambling and Trading\u003c\/p\u003e \u003cp\u003e\u003cb\u003eAlan Lewis\u003c\/b\u003e on Stochastic Volatility and Jumps\u003c\/p\u003e \u003cp\u003e\u003cb\u003eEmanuel Derman\u003c\/b\u003e, the Wall Street Quant\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePeter Carr\u003c\/b\u003e, the Wall Street Wizard of Option Symmetry and Volatility\u003c\/p\u003e \u003cp\u003e\u003cb\u003eClive Granger\u003c\/b\u003e, Nobel Prize winner in Economics 2003, on Cointegration\u003c\/p\u003e \u003cp\u003e\u003cb\u003eStephen Ross\u003c\/b\u003e on Arbitrage Pricing Theory\u003c\/p\u003e \u003cp\u003e\u003cb\u003eBruno Dupire\u003c\/b\u003e on Local and Stochastic Volatility Models\u003c\/p\u003e \u003cp\u003e\u003cb\u003eEduardo Schwartz\u003c\/b\u003e the Yoga Master of Quantitative Finance\u003c\/p\u003e \u003cp\u003e\u003cb\u003eAaron Brown\u003c\/b\u003e on Gambling, Poker and Trading\u003c\/p\u003e \u003cp\u003e\u003cb\u003eKnut Aase\u003c\/b\u003e on Catastrophes and Financial Economics\u003c\/p\u003e \u003cp\u003e\u003cb\u003eElie Ayache\u003c\/b\u003e on Modeling\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePaul Wilmott\u003c\/b\u003e on Paul Wilmott\u003c\/p\u003e \u003cp\u003e\u003cb\u003eAndrei Khrennikov\u003c\/b\u003e on Negative Probabilities\u003c\/p\u003e \u003cp\u003e\u003cb\u003eDavid Bates\u003c\/b\u003e on Crash and Jumps\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePeter Jäckel\u003c\/b\u003e on Monte Carlo Simulation\u003c\/p\u003e\u003ch3\u003eAuthor Biography\u003c\/h3\u003e\u003cp\u003e\u003cb\u003eDr Espen Gaarder Haug\u003c\/b\u003e has more than 15 years of experience in Derivatives research and trading, and has worked for more than 20 years as a trader. Until recently he worked as a proprietary trader in J.P. Morgan New York, and as a derivatives trader for two multi-billion dollar hedge funds; Amaranth Investor and Paloma Partners, located in Greenwich Connecticut. Before that he worked for Tempus Financial Engineering, Chase Manhattan Bank (now J.P. Morgan Chase) and Den Norske Bank. \u003c\/p\u003e\u003cp\u003eHe is the author of \u003ci\u003eThe Complete Guide of Option Pricing Formulas\u003c\/i\u003e, which has become a reference manual among Wall Street professionals. He has a PhD from the Norwegian University of Science and Technology where he specialized in Option Valuation and Trading and has published extensively in practitioner and academic journals. He is currently considering setting up his own investment company - possibly the first Anti-Hedge fund!\u003c\/p\u003e\n            \u003cdiv\u003e\n\u003cstrong\u003eNumber of Pages:\u003c\/strong\u003e 384\u003c\/div\u003e\n            \u003cdiv\u003e\n\u003cstrong\u003eDimensions:\u003c\/strong\u003e 1.11 x 9.88 x 7.61 IN\u003c\/div\u003e\n            \u003cdiv\u003e\n\u003cstrong\u003ePublication Date:\u003c\/strong\u003e June 01, 2007\u003c\/div\u003e\n            ","brand":"BooksCloud","offers":[{"title":"Default Title","offer_id":47207414137081,"sku":"9780470013229","price":155.52,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0789\/2782\/3097\/files\/Kda_OuUZ1J9780470013229.webp?v=1768044279","url":"https:\/\/bookscloud.io\/products\/derivatives-models-on-models-hardcover","provider":"BooksCloud Book Dropshipping","version":"1.0","type":"link"}