Implementing Derivative Models

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.