Derivative pricing: a problem-based primer
Auteur :
Lo, Ambrose
Éditeur :
Taylor & Francis Ltd
ISBN :
9780367734213
Date de publication :
18 déc. 2020
Dimensions :
25,4 x 17,8 cm
Poids :
453 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
This textbook adopts a mathematically rigorous, widely accessible pedagogical approach, providing a formal treatment of derivative pricing methodologies and theory. The abundance of examples and problems makes it suitable for advanced undergraduates, beginning graduates as well as professionals.