American-style derivatives :

Detemple, Jérôme.

American-style derivatives : valuation and computation / Jerome Detemple. - Boca Raton, [Fla.] : Taylor&Francis, 2006. - 232 p. : ill. ; 25 cm. - Chapman & Hall/CRC financial mathematics series .

Includes bibliographical references (p. 217-228) and index.

158488567X (alk. paper)


Derivative securities--United States.
Derivative securities--Valuation.

332.6457 / DEA 2006

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