Quantitative modeling of derivative securities: from theory to practice
Auteur :
Avellaneda, Marco / Laurence, Peter
Éditeur :
Taylor & Francis Ltd
ISBN :
9780367579142
Date de publication :
30 juin 2020
Dimensions :
24,6 x 17,4 cm
Poids :
616 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
Based primarily on the analysis of derivatives, Quantitative Modeling of Derivative Securities 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. Using a financial engineering approach