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Implementing Derivative Models Hardcover – 29 Apr 1998

5.0 out of 5 stars 4 customer reviews

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Product details

  • Hardcover: 330 pages
  • Publisher: John Wiley & Sons; 1 edition (29 April 1998)
  • Language: English
  • ISBN-10: 0471966517
  • ISBN-13: 978-0471966517
  • Product Dimensions: 17.8 x 2.5 x 25.3 cm
  • Average Customer Review: 5.0 out of 5 stars 4 customer reviews
  • Amazon Bestsellers Rank: 1,245,613 in Books (See Top 100 in Books)
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Product description


Derivatives markets are continuing to expand all over the world. In particular the over-the-counter market in complex/exotic options is continuing to expand both in volume and complexity. New and more complex options continue to appear and they generally require numerical techniques to price and hedge. This text provides up-to-date coverage of the latest techniques in option modelling, including the Monte Carlo and Binomial methods. It is a source of practical pricing and hedging techniques for complex options, including interest rate exotics.

From the Inside Flap

As the market for new derivative instruments continues to expand both in volume and complexity, traders and brokers everywhere are clamouring for sound numerical techniques to model, price and comfortably hedge complex, exotic options. Implementing Derivatives Models is the single comprehensive source of this application–oriented guidance. Written in a highly accessible style, it is of great assistance to practitioners and finance academics who need to implement models, examine their behaviour, compare with new models, and perform empirical estimation of the models.

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Top customer reviews

2 February 2014
Format: Hardcover|Verified Purchase
2 people found this helpful
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9 March 2018
Format: Hardcover|Verified Purchase
28 March 1999
Format: Hardcover
5 people found this helpful
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14 November 2004
Format: Hardcover
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Most helpful customer reviews on 4.1 out of 5 stars 10 reviews
Ian K.
5.0 out of 5 starsA great reference and complement to Hull
20 April 2013 - Published on
Format: Hardcover|Verified Purchase
3.0 out of 5 starsErrata should be more readily available for this book
29 July 2016 - Published on
Format: Hardcover|Verified Purchase
4.0 out of 5 starsGreat book
31 January 2007 - Published on
Format: Hardcover|Verified Purchase
5.0 out of 5 starsOne of the best books I have ever read on this topic!
7 April 2011 - Published on
Format: Hardcover
One person found this helpful.
Sami Järvinen
5.0 out of 5 starsExcellent Applied Derivatives Book !!!
26 January 1999 - Published on
Format: Hardcover
17 people found this helpful.
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