Employee stock options exercise timing, hedging, and valuation
"Adopting a unique approach that combines stochastic modeling and control techniques with option pricing theory Demonstrating formulas and numerical schemes for fast implementation and clear illustration Presenting unique perspectives such as taking into account both the employee's risk av...
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| Format: | UnknownFormat |
| Sprache: | eng |
| Veröffentlicht: |
New Jersey
World Scientific
2021
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| Schriftenreihe: | Modern trends in financial engineering
volume 3 |
| Schlagworte: | |
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Tag hinzufügen | Zusammenfassung: | "Adopting a unique approach that combines stochastic modeling and control techniques with option pricing theory Demonstrating formulas and numerical schemes for fast implementation and clear illustration Presenting unique perspectives such as taking into account both the employee's risk aversion and hedging constraints, as well as the firm's valuation criteria Inclusion of up-to-date materials"-- |
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| Beschreibung: | Includes bibliographical references and index |
| Beschreibung: | xii, 214 Seiten Illustrationen |
| ISBN: | 9789813209633 978-981-320-963-3 9789813209657 |