Library of American University of Madaba
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The value of uncertainty : dealing with risk in the equity derivatives market /
by Kaye, George.
Published by : Imperial College Press, (London :) Physical details: xvi, 419 p. : ill. ; 23 cm. ISBN: 1848167725 Subject(s): Derivative securities. | Risk management | Uncertainty. Year: 2013
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| Item type | Location | Call Number | Status | Date Due |
|---|---|---|---|---|
 Book |
AUM Main Library | 332.6457 K234 (Browse Shelf) | Available |
Includes bibliographical references (p. 405-414) and index.
Introduction -- Preliminaries -- Dividends -- Volatility -- Default -- Jumps -- Rates -- Correlation -- Control.
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