{"product_id":"9781118836828","title":"Derivatives Models on Models","description":"\u003ci\u003eDerivatives Models on Models\u003c\/i\u003e takes a theoretical and practical look at some of the latest and most important ideas behind derivatives pricing models. In each chapter the author highlights the latest thinking and trends in the area. A wide range of topics are covered, including valuation methods on stocks paying discrete dividend, Asian options, American barrier options, Complex barrier options, reset options, and electricity derivatives. \u003cp\u003eThe book also discusses the latest ideas surrounding finance like the robustness of dynamic delta hedging, option hedging, negative probabilities and space-time finance. The accompanying CD-ROM with additional Excel sheets includes the mathematical models covered in the book.\u003c\/p\u003e \u003cp\u003eThe book also includes interviews with some of the world’s top names in the industry, and an insight into the history behind some of the greatest discoveries in quantitative finance. Interviewees include:\u003c\/p\u003e \u003cul\u003e \u003cli\u003e Clive Granger, Nobel Prize winner in Economics 2003, on Cointegration \u003c\/li\u003e \u003cli\u003e Nassim Taleb on Black Swans \u003c\/li\u003e \u003cli\u003e Stephen Ross on Arbitrage Pricing Theory \u003c\/li\u003e \u003cli\u003e Emanuel Derman the Wall Street Quant \u003c\/li\u003e \u003cli\u003e Edward Thorp on Gambling and Trading \u003c\/li\u003e \u003cli\u003e Peter Carr the Wall Street Wizard of Option Symmetry and Volatility \u003c\/li\u003e \u003cli\u003e Aaron Brown on Gambling, Poker and Trading \u003c\/li\u003e \u003cli\u003e David Bates on Crash and Jumps \u003c\/li\u003e \u003cli\u003e Andrei Khrennikov on Negative Probabilities \u003c\/li\u003e \u003cli\u003e Elie Ayache on Option Trading and Modeling \u003c\/li\u003e \u003cli\u003e Peter Jaeckel on Monte Carlo Simulation \u003c\/li\u003e \u003cli\u003e Alan Lewis on Stochastic Volatility and Jumps \u003c\/li\u003e \u003cli\u003e Paul Wilmott on Paul Wilmott \u003c\/li\u003e \u003cli\u003e Knut Aase on Catastrophes and Financial Economics \u003c\/li\u003e \u003cli\u003e Eduardo Schwartz the Yoga Master of Quantitative Finance \u003c\/li\u003e \u003cli\u003e Bruno Dupire on Local and Stochastic Volatility Models \u003c\/li\u003e \u003c\/ul\u003e","brand":"Wiley","offers":[{"title":"Default Title","offer_id":47107269787888,"sku":"9781118836828","price":83.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0737\/7593\/9824\/files\/9781118836828_p0.jpg?v=1763695673","url":"https:\/\/shop-qa.barnesandnoble.com\/products\/9781118836828","provider":"Barnes \u0026 Noble (DEV)","version":"1.0","type":"link"}