Derivatives models on models - Haug, Espen Gaarder; Safari eBooks (Chichester, U.K. : Wiley, 2007)
Nassim Taleb on black swans -- The discovery of fat-tails in price data -- Edward Thorp on gambling and trading -- Option pricing and hedging from theory to practice : know your weapon III -- Alan Lewis on stochastic volatility and jumps -- Back to basics : a new approach to the discrete dividend problem -- Emanuel Derman the Wall Street quant -- Closed form valuation of American barrier options -- Peter Carr, the Wall Street wizard of option symmetry and volatility -- Valuation of complex barrier options using barrier symmetry -- Granger on cointegration -- Knock-in/out Margrabe -- Stephen Ross on APT -- Resetting strikes, barriers and time -- Bruno Dupire the stochastic Wall Street quant -- Asian pyramid power -- Eduardo Schwartz : the yoga master of mathematical finance -- Practical valuation of power derivatives -- Aaron Brown on gambling, poker and trading -- A look in the antimatter mirror -- Knut Aase on catastrophes and financial economics -- Negative volatility and the survival of the western financial markets / Knut K. Aase -- Elie Ayache on option trading and modeling -- Frozen time arbitrage -- Haug on Wilmott and Wilmott on Wilmott -- Space-time finance the relativity theory's implications for mathematical finance -- Andrei Khrennikov on negative probabilities -- Why so negative about negative probabilities? -- David Bates on crash and jumps -- Hidden conditions and coin flip blow up's -- Peter Jackel on Monte Carlo simulation.
Description based on print version record.
Includes bibliographical references and index.
Keywords: Derivative securities -- Mathematical models; Electronic books