American-Style Derivatives: Valuation and Computation

摘要

In his book American-Style Derivatives: Valuation and Computation, Jerome Detemple presents the subject areas of financial engineering and investment finance with "an extensive treatment of the theoretical and computational aspects of derivative securities pricing" (p. 1). While the author provides the reader with a comprehensive discussion of background theories and a review of the literature on derivative securities in general, the main focus of the text is on pricing and valuation of American-style derivative securities.