Derivative Pricing: A Problem-Based Primer (Chapman and Hall/CRC Financial Mathematics Series) - Image 1

£92.36

CRC Press Derivative Pricing: A Problem-Based Primer (Chapman and Hall/CRC Financial Mathematics Series)

Name: Derivative Pricing: A Problem-Based Primer (Chapman and Hall/CRC Financial Mathematics Series)
Brand: CRC Press
Price: 92.36 GBP
Availability: InStock

Applied Mathematics

About as cheap as it gets. The only time it was cheaper was 1 month ago.

£92 today · all-time low £92 (Jun 2026) · usually £92

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 81 days · 81 data points (no recent data)

Historical

Generating forecast…

Price Distribution

Price distribution over 81 days • 3 price levels

Days at Price

Current Price

Price Analysis

Most common price: £92 (65 days, 80.2%)

Price range: £92 - £95

Price levels: 3 different prices over 81 days

Description

The proliferation of financial derivatives over the past decades, options in particular, has underscored the increasing importance of derivative pricing literacy among students, researchers, and practitioners. Derivative Pricing: A Problem-Based Primer demystifies the essential derivative pricing theory by adopting a mathematically rigorous yet widely accessible pedagogical approach that will appeal to a wide variety of audience. Abandoning the traditional "black-box" approach or theorists’ "pedantic" approach, this textbook provides readers with a solid understanding of the fundamental mechanism of derivative pricing methodologies and their underlying theory through a diversity of illustrative examples. The abundance of exercises and problems makes the book well-suited as a text for advanced undergraduates, beginning graduates as well as a reference for professionals and researchers who need a thorough understanding of not only "how," but also "why" derivative pricing works. It is especially ideal for students who need to prepare for the derivatives portion of the Society of Actuaries Investment and Financial Markets Exam. Features Lucid explanations of the theory and assumptions behind various derivative pricing models. Emphasis on intuitions, mnemonics as well as common fallacies. Interspersed with illustrative examples and end-of-chapter problems that aid a deep understanding of concepts in derivative pricing. Mathematical derivations, while not eschewed, are made maximally accessible. A solutions manual is available for qualified instructors. The Author Ambrose Lo is currently Assistant Professor of Actuarial Science at the Department of Statistics and Actuarial Science at the University of Iowa. He received his Ph.D. in Actuarial Science from the University of Hong Kong in 2014, with dependence structures, risk measures, and optimal reinsurance being his research interests. He is a Fellow of the Society of Actuaries (FSA) and a Chartered Enterprise Risk Analyst (CERA). His research papers have been published in top-tier actuarial journals, such as ASTIN Bulletin: The Journal of the International Actuarial Association, Insurance: Mathematics and Economics, and Scandinavian Actuarial Journal.

Product Specifications

Brand: CRC Press
Format: hardcover
ASIN: 1138033359
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Applied Mathematics
Domain: Amazon UK
Release Date: 27 June 2018
Listed Since: 24 June 2016

Barcode

No barcode data available

CRC Press Derivative Pricing: A Problem-Based Primer (Chapman and Hall/CRC Financial Mathematics Series)

About as cheap as it gets. The only time it was cheaper was 1 month ago.

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Derivative Pricing: A Problem-Based Primer (Chapman and Hall/CRC Financial Mathematics Series)

Actuarial Finance: Derivatives, Quantitative Models and Risk Management

Insurance Planning Models: Price Competition And Regulation Of Financial Stability: 2 (Advances In Statistics, Probability And Actuarial Science)

Actuarial Models: The Mathematics of Insurance, Second Edition

Pricing in General Insurance (Chapman & Hall/CRC Series in Actuarial Science)

Computational Actuarial Science with R: 17 (Chapman & Hall/CRC The R Series)

Actuarial Mathematics for Life Contingent Risks (International Series on Actuarial Science)

Statistical and Probabilistic Methods in Actuarial Science (Chapman & Hall/CRC Series in Actuarial Science)

Mathematical and Statistical Methods for Actuarial Sciences and Finance

R Programming for Actuarial Science

Modelling in Life Insurance – A Management Perspective: 0 (EAA Series)

Actuarial Loss Models: A Concise Introduction (Chapman & Hall/CRC Series in Actuarial Science)

Les grands principes de l'actuariat: Vie, Non vie, Gestion actif passif, Maîtrise des risques

An Introduction to Computational Risk Management of Equity-Linked Insurance (Chapman and Hall/CRC Financial Mathematics Series)

A History of British Actuarial Thought

Loss Reserving: An Actuarial Perspective: 21 (Huebner International Series on Risk, Insurance and Economic Security, 21)

Insurance, Biases, Discrimination and Fairness (Springer Actuarial)

Mathematical and Statistical Methods for Actuarial Sciences and Finance: MAF 2022

Non-Life Insurance Mathematics

A History of British Actuarial Thought

Financial and Insurance Formulas

Non-Life Insurance Mathematics

CS1 Actuarial Statistics MASTERY: 210+ Practice Questions & Complete Solutions - Pass Your IFoA Exam with Confidence

Mathematics of Financial Obligations (Translations of Mathematical Monographs)