{"product_id":"derivatives-models-on-models-9780470013229","title":"Derivatives Models on Models","description":"\u003cp\u003e • Author(s): Espen Gaarder Haug\u003cbr\u003e • Publisher: Wiley\u003cbr\u003e • Publisher Imprint: Wiley\u003cbr\u003e • BISAC: Finance - General\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  * \u003cdiv\u003eClive Granger, Nobel Prize winner in Economics 2003, on Cointegration\u003c\/div\u003e  * \u003cdiv\u003eNassim Taleb on Black Swans\u003c\/div\u003e  * \u003cdiv\u003eStephen Ross on Arbitrage Pricing Theory\u003c\/div\u003e  * \u003cdiv\u003eEmanuel Derman the Wall Street Quant\u003c\/div\u003e  * \u003cdiv\u003eEdward Thorp on Gambling and Trading\u003c\/div\u003e  * \u003cdiv\u003ePeter Carr the Wall Street Wizard of Option Symmetry and Volatility\u003c\/div\u003e  * \u003cdiv\u003eAaron Brown on Gambling, Poker and Trading\u003c\/div\u003e  * \u003cdiv\u003eDavid Bates on Crash and Jumps\u003c\/div\u003e  * \u003cdiv\u003eAndrei Khrennikov on Negative Probabilities\u003c\/div\u003e  * \u003cdiv\u003eElie Ayache on Option Trading and Modeling\u003c\/div\u003e  * \u003cdiv\u003ePeter Jaeckel on Monte Carlo Simulation\u003c\/div\u003e  * \u003cdiv\u003eAlan Lewis on Stochastic Volatility and Jumps\u003c\/div\u003e  * \u003cdiv\u003ePaul Wilmott on Paul Wilmott\u003c\/div\u003e  * \u003cdiv\u003eKnut Aase on Catastrophes and Financial Economics\u003c\/div\u003e  * \u003cdiv\u003eEduardo Schwartz the Yoga Master of Quantitative Finance\u003c\/div\u003e  * \u003cdiv\u003eBruno Dupire on Local and Stochastic Volatility Models\u003c\/div\u003e","brand":"Wiley","offers":[{"title":"Hardcover","offer_id":45201342300311,"sku":"9780470013229","price":4360.0,"currency_code":"INR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0666\/3471\/1191\/files\/9780470013229.webp?v=1769207745","url":"https:\/\/atlanticbooks.com\/products\/derivatives-models-on-models-9780470013229","provider":"Atlantic Books","version":"1.0","type":"link"}