Your Waterstones card is changing, introducing...
TELL ME MORE
Pricing Derivative Securities (Hardback)
  • Pricing Derivative Securities (Hardback)
zoom

Pricing Derivative Securities (Hardback)

(author)
£81.00
Hardback 712 Pages / Published: 13/06/2000
  • We can order this

Usually despatched within 3 weeks

  • This item has been added to your basket
Latest Edition: Pricing Derivative Securities (2nd Edition)The development of successful techniques for valuing derivative assets is among the most influential achievements of economic science. Pricing Derivative Securities presents the theory of financial derivatives in a way that emphasizes both its mathematical foundations and its practical implementation. The book's organization reveals its three distinctive features. Part I surveys the necessary tools of analysis, probability theory, and stochastic calculus, thus making the book self-contained. The chapters in Part II, Pricing Theory, are organized around the dynamics of the price processes of underlying assets, progressing from simple models to those that require considerable mathematical sophistication. The last part of the book is devoted to the empirical implementation of the pricing formulas developed in Part II, offering a detailed survey of numerical methods and providing a collection of programs in FORTRAN and C++.Errata(s)Preface, Page viChapter 13, Page 534"www.worldscientific.com/books/4415.zip" The above links should be replaced with"www.worldscientific.com/doi/suppl/10.1142/4415/suppl_file/4415_software_free.zip"Errata

Publisher: World Scientific Publishing Co Pte Ltd
ISBN: 9789810242985
Number of pages: 712
Weight: 1093 g
Dimensions: 230 x 164 x 39 mm

You may also be interested in...

How to Trade In Stocks
Added to basket
The Stock Market Explained
Added to basket
One Up On Wall Street
Added to basket
Day Trading for Dummies, 3rd Edition
Added to basket
Get Started in Shares
Added to basket
The Trade Lifecycle
Added to basket
Moneyball
Added to basket
£11.99
Paperback
Candlestick Charts
Added to basket
£24.99
Paperback
The Little Book of Valuation
Added to basket
The Disciplined Trader
Added to basket
£24.95
Hardback
The Warren Buffett Stock Portfolio
Added to basket
Shares Made Simple
Added to basket
£13.99
Paperback
Investing in Shares For Dummies
Added to basket

Reviews

Please sign in to write a review

Your review has been submitted successfully.