Product Description:
Very Good Condition. The book is unread and in very good condition, but there are a few marks around the edges of the book and the spine is slightly distorted. Includes interactive CD. Pricing derivatives theory comes alive in this self-contained interactive experience in financial pricing. The no-arbitrage perspective in a one-period state-preference model drives the book, and the Maple and Matlab programs help readers visualize payoffs and respond to various constraints and conditions. With clear explanations and lavish illustrations, Pricing Derivative Securities: An Interactive, Dynamic Environment with Maple V and Matlab teaches the core theoretical concepts so often disguised behind difficult terms and institutional details.
Review:
Prepublication Praise
"This treatment of derivative pricing will make a fine textbook for a masters-level finance course, or a reference work for practitioners. Prisman's novel presentation combines software, algorithms, and analytical modeling, emphasizing visualization of the pricing. This book makes it possible to develop both a solid conceptual foundation for derivatives modeling as well as a working knowledge suitable for numerical implementation."
--DARRELL DUFFIE, Stanford University, California
"By using two of the software packages most widely used in industry, Professor Prisman's book should prove to be of great value to both students and practitioners."
--PETER CARR, Principal, Banc of America Securities, New York
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