American-style derivatives : valuation and computation / Jérôme Detemple.

Focusing on recent developments in the field, Detemple (management, Boston University) examines option pricing. The book begins with a review of valuation principles for European contingent claims in a financial market in which the underlying asset price follows an Ito process, and then extends the...

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Bibliographic Details

Online Access:	Full Text (via Taylor & Francis)
Main Author:	Detemple, Jérôme
Format:	eBook
Language:	English
Published:	Boca Raton [Fla.] : Taylor & Francis, 2006.
Series:	Chapman & Hall/CRC financial mathematics series.
Subjects:	Derivative securities > United States. Derivative securities > Valuation. Derivative securities. United States. Electronic book.