Hedging With Trees Advances in Pricing and Risk Managing Derivatives

by Mark Broadie (Editor), Paul Glasserman (Editor)

*An edited compilation of the best technical articles published in RISK magazine from 1995-98 *Developments in exotic options, interest rate modelling, and computational techniques *Advances in market risk, VAR and capital management *Original introductory overviews by Mark Broadie and Paul Glasserman

262 pages, Paperback

First published October 1, 1998