Financial derivatives: pricing, applications, and mathematics
Auteur :
Baz, Jamil / Chacko, George
Éditeur :
Cambridge University Press
ISBN :
9780521066792
Date de publication :
15 déc. 2008
Dimensions :
22,6 x 15,0 x 2,3 cm
Poids :
470 g
Format :
Trade paperback (US)
Langue :
Anglais
Pays d'origine :
Grande Bretagne
This book is a graduate level manual on the pricing of financial derivatives. It allows the reader with basic knowledge of finance, calculus, and probability and statistics to understand the most powerful tools in applied finance. The focus is on equity derivatives, interest rate markets, and the mathematics of pricing.