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Using a systematic approach to the material, this text introduces the mathematics underlying the pricing of derivatives. The interest in dynamic pricing models is increasing due to their applicability to practical situations. With the freeing of exchange, interest rates, and capital controls, the markets for derivative products has matured, and pricing models have become more accurate. The resource should be of interest to professionals, Ph.D. students and advanced MBA students who are specifically interested in these financial products.
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xxi 352p hardback with laminated boards, tight and fresh copy, never used, but neat name in ink to endpaper
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From the Prepublication Reviews: "An excellent treatment of the mathematics underlying the pricing of derivatives". -- John Hull, University of Toronto
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- PublisherAcademic Press Inc
- Publication date1996
- ISBN 10 0125153902
- ISBN 13 9780125153904
- BindingHardcover
- Number of pages348
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