Items related to Mathematics of Derivative Securities: 15 (Publications...

Mathematics of Derivative Securities: 15 (Publications of the Newton Institute, Series Number 15) - Hardcover

 
9780521584241: Mathematics of Derivative Securities: 15 (Publications of the Newton Institute, Series Number 15)

Synopsis

A collection of premier papers on financial mathematics. Broad coverage.

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Review

' ... offers superb insight into many classical and less classical issues of modern quantitative finance.' Rudi Bogni, The Times Higher Education Supplement

'Merton, in his Foreword, characterizes the contents as 'representative of the high quality and mathematical sophistication of research in the field.' ... I have no reason to differ with this evaluation.' Peter Bloomfield, JASA

Book Description

A collection of premier papers on financial mathematics ranging from abstract financial theory to practical issues pertaining to the pricing and hedging of interest rate derivatives and exotic options in the market place. Hence this book will be of interest both to academics and financial engineers.

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