Foundations of the Pricing of Financial Derivatives: Theory and Analysis (Frank J. Fabozzi Series) - Image 1

£49.67

Wiley Foundations of the Pricing of Financial Derivatives: Theory and Analysis (Frank J. Fabozzi Series)

Name: Foundations of the Pricing of Financial Derivatives: Theory and Analysis (Frank J. Fabozzi Series)
Brand: Wiley
Price: 49.67 GBP
Availability: InStock

Higher Education

This is the most expensive it has ever been. Walk away.

£50 today · previous high £50 · all-time low £49

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 60 days · 60 data points (no recent data)

Historical

Generating forecast…

Price Distribution

Price distribution over 60 days • 2 price levels

Days at Price

Current Price

Price Analysis

Most common price: £49 (56 days, 93.3%)

Price range: £49 - £50

Price levels: 2 different prices over 60 days

Description

An accessible and mathematically rigorous resource for masters and PhD students In Foundations of the Pricing of Financial Derivatives: Theory and Analysis two expert finance academics with professional experience deliver a practical new text for doctoral and masters’ students and also new practitioners. The book draws on the authors extensive combined experience teaching, researching, and consulting on this topic and strikes an effective balance between fine-grained quantitative detail and high-level theoretical explanations. The authors fill the gap left by books directed at masters’-level students that often lack mathematical rigor. Further, books aimed at mathematically trained graduate students often lack quantitative explanations and critical foundational materials. Thus, this book provides the technical background required to understand the more advanced mathematics used in this discipline, in class, in research, and in practice. Readers will also find: Tables, figures, line drawings, practice problems (with a solutions manual), references, and a glossary of commonly used specialist terms Review of material in calculus, probability theory, and asset pricing Coverage of both arithmetic and geometric Brownian motion Extensive treatment of the mathematical and economic foundations of the binomial and Black-Scholes-Merton models that explains their use and derivation, deepening readers’ understanding of these essential models Deep discussion of essential concepts, like arbitrage, that broaden students’ understanding of the basis for derivative pricing Coverage of pricing of forwards, futures, and swaps, including arbitrage-free term structures and interest rate derivatives An effective and hands-on text for masters’-level and PhD students and beginning practitioners with an interest in financial derivatives pricing, Foundations of the Pricing of Financial Derivatives is an intuitive and accessible resource that properly balances math, theory, and practical applications to help students develop a healthy command of a difficult subject.

Product Specifications

Brand: Wiley
Format: hardcover
ASIN: 1394179650
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Education > Higher Education
Domain: Amazon UK
Release Date: 25 January 2024
Listed Since: 01 July 2023

Barcode

No barcode data available

Wiley Foundations of the Pricing of Financial Derivatives: Theory and Analysis (Frank J. Fabozzi Series)

This is the most expensive it has ever been. Walk away.

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

A Factor Model Approach to Derivative Pricing

Problems and Solutions in Mathematical Finance, Volume 2: Equity Derivatives (The Wiley Finance Series)

Pearson John Hull Options, Futures, and Other Derivatives 11th Ed

American-Style Derivatives: Valuation and Computation (Chapman and Hall/CRC Financial Mathematics Series)

Analytical Finance: Volume II: The Mathematics of Interest Rate Derivatives, Markets, Risk and Valuation

Analytical Finance: Volume I: The Mathematics of Equity Derivatives, Markets, Risk and Valuation: 1

Modern Pricing of Interest–Rate Derivatives – The LIBOR Market Model and Beyond

Nonlinear Option Pricing (Chapman and Hall/CRC Financial Mathematics Series)

Derivatives Unlocked: A Practitioner’s Perspective

Derivatives Markets and Analysis: 148 (Bloomberg Financial)

Nonlinear Option Pricing (Chapman and Hall/CRC Financial Mathematics Series)

The Mathematics of Finance: Modeling and Hedging (Pure and Applied Undergraduate Texts)

Derivatives: Theory and Practice of Trading, Valuation, and Risk Management (Springer Texts in Business and Economics)

Option Theory with Stochastic Analysis: An Introduction to Mathematical Finance (Universitext)

Fitting Local Volatility: Analytic And Numerical Approaches In Black-Scholes And Local Variance Gamma Models

Pricing Financial Instruments: The Finite Difference Method: 13 (Wiley Series in Financial Engineering)

The Heston Model and Its Extensions in VBA (Wiley Finance)

Paul Wilmott on Quantitative Finance 2nd Edition

Quantitative Analysis, Derivatives Modeling, and Trading Strategies: In the Presence of Counterparty Credit Risk for the Fixed-Income Market

Financial Engineering: Derivatives and Risk Management

Stochastic Models for Prices Dynamics in Energy and Commodity Markets: An Infinite-Dimensional Perspective (Springer Finance)

FINANCIAL DERIVATIVES PRICING: SELECTED WORKS OF ROBERT JARROW

Quantitative Analysis, Derivatives Modeling, And Trading Strategies: In The Presence Of Counterparty Credit Risk For The Fixed-Income Market

Financial Mathematics: A Comprehensive Treatment in Discrete Time (Chapman and Hall/CRC Financial Mathematics Series)