- Retrait en 2 heures
- Assortiment impressionnant
- Paiement sécurisé
- Toujours un magasin près de chez vous
- Retrait en 2 heures
- Assortiment impressionnant
- Paiement sécurisé
- Toujours un magasin près de chez vous
Description
This book contains a comprehensive account of pricing models of financial derivatives, including exotic equity options, interest rate products and credit derivatives. It presents a self-contained treatment of risk neutral valuation theory, martingale measure, and tools in stochastic calculus required for the understanding of option pricing theory. Derivative pricing models are solved using various approaches, by martingale pricing theory and partial differential equation method. This text is targeted for students in mathematical finance. It also serves as a good reference for quantitative analysts and derivative traders in investment banks. Research results and concepts are made accessible to the reader through extensive set of exercises.
Spécifications
Parties prenantes
- Auteur(s) :
- Editeur:
Contenu
- Nombre de pages :
- 530
- Langue:
- Anglais
- Collection :
Caractéristiques
- EAN:
- 9783642447938
- Date de parution :
- 02-11-14
- Format:
- Livre broché
- Format numérique:
- Trade paperback (VS)
- Dimensions :
- 156 mm x 234 mm
- Poids :
- 757 g
Seulement chez Librairie Club
+ 173 points sur votre carte client de Librairie Club
Cadeau
Les avis
Nous publions uniquement les avis qui respectent les conditions requises. Consultez nos conditions pour les avis.