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Description
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Intended as a stand-alone or as a follow-on to Investments: Spot and Derivative Markets by the same authors, this text provides thorough treatment of futures, 'plain vanilla' options, swaps and the use of exotic, interest rate options in speculation and hedging. Pricing of options using numerical methods such as lattices (BOPM), Monte Carlo simulation and finite difference methods as well as solutions via continuous time stochastic processes are also covered. Real options theory and its use in investment appraisal and in valuing internet and biotechnology stocks provide cutting edge practical applications.
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