Publications of the Newton Institute: Mathematics of Derivative Securities Series Number 15 (Hardback)
  • Publications of the Newton Institute: Mathematics of Derivative Securities Series Number 15 (Hardback)
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Publications of the Newton Institute: Mathematics of Derivative Securities Series Number 15 (Hardback)

(editor), (editor)
£120.00
Hardback 600 Pages / Published: 13/10/1997
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During 1995 the Isaac Newton Institute for the Mathematical Sciences at Cambridge University hosted a six month research program on financial mathematics. During this period more than 300 scholars and financial practitioners attended to conduct research and to attend more than 150 research seminars. Many of the presented papers were on the subject of financial derivatives. The very best were selected to appear in this volume. They range from abstract financial theory to practical issues pertaining to the pricing and hedging of interest rate derivatives and exotic options in the market place. Hence this book will be of interest to both academic scholars and financial engineers.

Publisher: Cambridge University Press
ISBN: 9780521584241
Number of pages: 600
Weight: 1085 g
Dimensions: 236 x 159 x 43 mm


MEDIA REVIEWS
' ... offers superb insight into many classical and less classical issues of modern quantitative finance.' Rudi Bogni, The Times Higher Education Supplement
'Merton, in his Foreword, characterizes the contents as 'representative of the high quality and mathematical sophistication of research in the field.' ... I have no reason to differ with this evaluation.' Peter Bloomfield, JASA
"The papers are of exceptionally high quality, and the book works on different levels--as an introduction to the field or its particular aspects, as a survey of existing theories, models and techniques, and as a source for getting insight about important new directions and unsolved problems." Jaksa Cvitani^D'c, Mathematical Reviews

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