Derivatives pricing
Auteur :
Vrins, Frédéric D.
Éditeur :
Cambridge University Press
ISBN :
9781009554626
Date de publication :
20 mars 2025
Dimensions :
24,4 x 17,0 x 2,7 cm
Poids :
1080 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
A masters-level introduction offering a unique compromise between intuition and the mathematics underlying derivatives pricing. Suitable for a broad readership ranging from management students to engineers, it starts from the foundations of probability, using examples, exercises and simulations to illustrate the key concepts.