Abstract

Hedging with Trees: Advances in Pricing and Risk Managing Derivatives is a useful compendium of 35+ articles encapsulating recent advances in financial derivatives, selected by two well-respected academics. It includes advances in exotic options, computational techniques, VAR and capital management.

Citation

Broadie, Mark, and Paul Glasserman. Hedging with trees: Advances in pricing and risk managing derivatives. London: Risk Books, 1998.

Each author name for a Columbia Business School faculty member is linked to a faculty research page, which lists additional publications by that faculty member.

Each topic is linked to an index of publications on that topic.