Pricing derivative securities (2nd edition)
Auteur :
Epps, Thomas Wake
Éditeur :
World Scientific Publishing Co Pte Ltd
ISBN :
9789812700339
Date de publication :
13 juin 2007
Langue :
Anglais
Pays d'origine :
Singapour
Suitable for practitioners, students in doctoral programs in economics and finance, and those in masters-level programs, this book presents techniques for valuing derivative securities. It provides tools from analysis, probability theory, the theory of stochastic processes, and stochastic calculus and also covers the pricing theory.