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Kaye, George.
The value of uncertainty : dealing with risk in the equity derivatives market / George Kaye. - London : Imperial College Press, 2013. - xvi, 419 p. : ill. ; 23 cm.
Includes bibliographical references (p. 405-414) and index.
Introduction -- Preliminaries -- Dividends -- Volatility -- Default -- Jumps -- Rates -- Correlation -- Control.
ISBN:
9781848167728 (hbk.) 1848167725 (hbk.)
Subjects--Topical Terms:
Derivative securities.
Risk management
Uncertainty.
Dewey Class. No.:
332.6457 / K234
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