Derivatives in Financial Markets with Stochastic Volatility
Language: English
Published by Cambridge University Press CUP, 2000
- Hardcover
- New
Seller: Books Puddle, Woodside, NY, U.S.A.Books Puddle
AbeBooks seller since November 22, 2018
Condition: New
£ 161.35
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Add to basketItem description from seller
pp. 218.
Seller Inventory # 26525227
- Title
- Derivatives in Financial Markets with Stochastic Volatility
- Author
- George Papanicolaou Jean-Pierre Fouque K. Ronnie Sircar
- Publisher
- Cambridge University Press CUP
- Publication year
- 2000
- Condition
- New
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 0521791634
- ISBN 13
- 9780521791632
"Synopsis" may belong to another edition of this title.
Review
'... something genuinely new ... explained with admirable clarity in this extremely well-written book ... [which] is short and to the point, and the production quality is high. Buy it.' Mark Davis, Risk Magazine
'... well written and makes ideal reading for a graduate course on mathematical finance. The authors took great care in making their ideas clear. I support this text strongly and recommend it for the intended audience.' P. A. L. Embrechts, Publication of the International Statistical Institute
'Thanks to a well-written first chapter on the Black-Scholes theory of derivative pricing, the book is essentially self-contained if one has some basic knowledge in stochastic methods and arbitrage pricing. Its style is largely informal which makes it also accessible to practitioners in the finance industry.' M. Schweizer, Zentralblatt für Mathematik
'... an excellent book that succeeds admirably in all its aims. It can satisfy both practitioners and researchers at the same time. It is very well written and it is concise and informative.' Angelos Dassios, The Statistician
'I consider this book to be an outstanding achievement. the theory is practically very relevant and scientifically on a high level. The book also serves as a good introduction into the basic ideas of Mathematical Finance, putting emphasis on the techniques of partial differential equations. It can therefore also be recommended to readers with little knowledge about Mathematical Finance.' Monatshefte für Mathematik
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Books Puddle
Woodside, NY, U.S.A.
AbeBooks seller since November 22, 2018
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