Pricing Derivative Securities

Epps, T. W.

ISBN 10: 9810242980 / ISBN 13: 9789810242985

Verlag: World Scientific Pub Co Inc, 2000

692 pages. 8.81x6.47x1.53 inches. In Stock. Bestandsnummer des Verkäufers __9810242980

Inhaltsangabe:

Latest Edition: Pricing Derivative Securities (2nd Edition)The development of successful techniques for valuing derivative assets is among the most influential achievements of economic science. Pricing Derivative Securities presents the theory of financial derivatives in a way that emphasizes both its mathematical foundations and its practical implementation. The book's organization reveals its three distinctive features. Part I surveys the necessary tools of analysis, probability theory, and stochastic calculus, thus making the book self-contained. The chapters in Part II, Pricing Theory, are organized around the dynamics of the price processes of underlying assets, progressing from simple models to those that require considerable mathematical sophistication. The last part of the book is devoted to the empirical implementation of the pricing formulas developed in Part II, offering a detailed survey of numerical methods and providing a collection of programs in FORTRAN and C++.Errata(s)Preface, Page viChapter 13, Page 534“www.worldscientific.com/books/4415.zip” The above links should be replaced with“www.worldscientific.com/doi/suppl/10.1142/4415/suppl_file/4415_software_free.zip”Errata

Bibliografische Details

Titel: Pricing Derivative Securities
Verlag: World Scientific Pub Co Inc
Erscheinungsdatum: 2000
Einband: Hardcover
Zustand: Brand New