American-Style Derivatives: Valuation and Computation
ISBN: 9780429191701
Platform/Publisher: Taylor & Francis / Chapman and Hall/CRC
Digital rights: Users: Unlimited; Printing: Unlimited; Download: Unlimited
Subjects: Economics Finance Business & Industry; Mathematics & Statistics; Finance; Statistics & Probability; Statistics;

While the valuation of standard American option contracts has now achieved a fair degree of maturity, much work remains to be done regarding the new contractual forms that are constantly emerging in response to evolving economic conditions and regulations. Focusing on recent developments in the field, American-Style Derivatives provides an extensiv


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