£121.12

Cambridge University Press Derivatives Pricing

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Last 121 days • 121 data points (No recent data available)

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£121.12 £109.44 £111.99 £114.54 £117.08 £119.63 £122.18 05 November 2025 05 December 2025 04 January 2026 03 February 2026 05 March 2026

Price Distribution

Price distribution over 121 days • 5 price levels

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Current Price
52 days 9 days 28 days 10 days 22 days · current 0 13 26 39 52 £111 £116 £117 £119 £121 Days at Price

Price Analysis

Most common price: £111 (52 days, 43.0%)

Price range: £111 - £121

Price levels: 5 different prices over 121 days

Description

This is a masters-level overview of the mathematical concepts needed to fully grasp the art of derivatives pricing, and a must-have for anyone considering a career in quantitative finance in industry or academia. Starting from the foundations of probability, this textbook allows students with limited technical background to build a solid knowledge of the most important principles. It offers a unique compromise between intuition and mathematics, even when discussing abstract ideas such as change of measure. Mathematical concepts are introduced initially using toy examples, before moving on to examples of finance cases, both in discrete and continuous time. Throughout, numerical applications and simulations illuminate the analytical results. The end-of-chapter exercises test students' understanding, with solved exercises at the end of each part to aid self-study. Additional resources are available online, including slides, code and an interactive app.

Product Specifications

Format
Hardcover
Domain
Amazon UK
Release Date
20 March 2025
Listed Since
04 November 2024

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