Advanced Derivatives Pricing and Risk Management: Theory, Tools, and Hands-On Programming Applications (Academic Press Advanced Finance)
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- Synopsis
- Advanced Derivatives Pricing and Risk Management covers the most important and cutting-edge topics in financial derivatives pricing and risk management, striking a fine balance between theory and practice. The book contains a wide spectrum of problems, worked-out solutions, detailed methodologies, and applied mathematical techniques for which anyone planning to make a serious career in quantitative finance must master. In fact, core portions of the book’s material originated and evolved after years of classroom lectures and computer laboratory courses taught in a world-renowned professional Master’s program in mathematical finance. The book is designed for students in finance programs, particularly financial engineering.*Includes easy-to-implement VB/VBA numerical software libraries*Proceeds from simple to complex in approaching pricing and risk management problems*Provides analytical methods to derive cutting-edge pricing formulas for equity derivatives
- Copyright:
- 2005
Book Details
- Book Quality:
- Publisher Quality
- Book Size:
- 426 Pages
- ISBN-13:
- 9780080488097
- Related ISBNs:
- 9780120476824
- Publisher:
- Elsevier Science
- Date of Addition:
- 11/06/21
- Copyrighted By:
- Elsevier Science & Technology
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- Nonfiction, Business and Finance, Technology, Mathematics and Statistics
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.
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