Quantitative modeling of derivative securities: from theory to practice
Auteur :
Avellaneda, Marco / Laurence, Peter
Éditeur :
Taylor & Francis Inc
ISBN :
9781584880318
Date de publication :
17 sept. 1999
Dimensions :
24,6 x 17,4 cm
Poids :
780 g
Langue :
Anglais
Pays d'origine :
USA
Based primarily on the analysis of derivatives, this work emphasizes relative-value and hedging ideas applied to different financial instruments. It demonstrates how to take the basic ideas of arbitrage theory and apply them to the design and analysis of financial products.