Derivative Pricing in Discrete Time

Häftad, Engelska, 2012

489 kr

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This book provides an introduction to the mathematical modelling of real world financial markets and the rational pricing of derivatives, which is part of the theory that not only underpins modern financial practice but is a thriving area of mathematical research.

Produktinformation

Utgivningsdatum2012-09-07
Mått155 x 235 x 20 mm
Vikt528 g
FormatHäftad
SpråkEngelska
SerieSpringer Undergraduate Mathematics Series
Antal sidor325
Upplaga2013
FörlagSpringer London Ltd
ISBN9781447144076

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From the reviews: "Derivative Pricing in Discrete Time introduces the basic ideas of financial derivatives with a minimum of prerequisites. ... Indeed, as an undergraduate-level mathematical treatment of the subject, this is the best textbook I have seen. ... I would recommend the book to students preparing for financial careers, such as actuaries. Practical pricing models should make more sense with the theoretical grounding provided by this book." (John Curran, MAA Reviews, May, 2014)