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Mathematical Models of Financial Derivatives

Bag om Mathematical Models of Financial Derivatives

This second edition, now featuring new material, focuses on the valuation principles that are common to most derivative securities. A wide range of financial derivatives commonly traded in the equity and fixed income markets are analysed, emphasising aspects of pricing, hedging and practical usage.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783540422884
  • Indbinding:
  • Hardback
  • Sideantal:
  • 530
  • Udgivet:
  • 1. Juli 2003
  • Udgave:
  • 22008
  • Størrelse:
  • 242x165x36 mm.
  • Vægt:
  • 974 g.
  • 8-11 hverdage.
  • 4. Oktober 2024

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This second edition, now featuring new material, focuses on the valuation principles that are common to most derivative securities. A wide range of financial derivatives commonly traded in the equity and fixed income markets are analysed, emphasising aspects of pricing, hedging and practical usage.

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