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Hull-White on Derivatives

By: Hull, John White, Alan

1899332456 / 9781899332458
Paperback / softback
21 in stock Need More ?
United Kingdom
165 x 242 mm 356 pages, bibliography, index
Professional & Vocational  Learn More Postgraduate, Research & Scholarly

This text provides an in-depth look at the impact of stochastic volatility on the pricing and hedging of options.

It also examines how trees and lattices provide an alternative to the more complicated implicit finite difference method when valuing derivative instruments.


KFFL Credit & credit institutions, KFFM Investment & securities, KJMD Management decision making

Our price£45.50
RRP £65.00
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