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Quantitative Modeling of Derivative Securities

From Theory To Practice

Gebonden Engels 1999 1e druk 9781584880318
Verwachte levertijd ongeveer 11 werkdagen

Samenvatting

Quantitative Modeling of Derivative Securities demonstrates how to take the basic ideas of arbitrage theory and apply them - in a very concrete way - to the design and analysis of financial products. Based primarily (but not exclusively) on the analysis of derivatives, the book emphasizes relative-value and hedging ideas applied to different financial instruments. Using a "financial engineering approach," the theory is developed progressively, focusing on specific aspects of pricing and hedging and with problems that the technical analyst or trader has to consider in practice.

More than just an introductory text, the reader who has mastered the contents of this one book will have breached the gap separating the novice from the technical and research literature.

Specificaties

ISBN13:9781584880318
Taal:Engels
Bindwijze:Gebonden
Aantal pagina's:336
Uitgever:CRC Press
Druk:1

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        Quantitative Modeling of Derivative Securities