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Mathematics of Derivative Securities (Publications of the Newton Institute)
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| Price: | $216.00 & eligible for FREE Super Saver Shipping on orders over $25. Details |
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Product Description
The papers in this volume address various aspects of financial derivatives that range from abstract financial theory to practical issues pertaining to the pricing and hedging of interest rate derivatives and exotic options in the market place. This broad and important collection will interest both academic scholars and financial engineers.
Product Details
- Amazon Sales Rank: #2625384 in Books
- Published on: 1997-10-13
- Original language: English
- Number of items: 1
- Binding: Hardcover
- 600 pages
Editorial Reviews
Review
"The papers are of exceptionally high quality, and the book works on different levels--as an introduction to the field or its particular aspects, as a survey of existing theories, models and techniques, and as a source for getting insight about important new directions and unsolved problems." Jaksa Cvitani^D'c, Mathematical Reviews
Customer Reviews
A Newton's work
This is an excellent book which covers many great ideas and potential methodologies applied to derivative pricing. It should have been published much earlier.
