Pricing Derivative Securities (2nd Edition): Second Edition - Image 1

£41.03

World Scientific Publishing Company Pricing Derivative Securities (2nd Edition): Second Edition

Name: Pricing Derivative Securities (2nd Edition): Second Edition
Brand: World Scientific Publishing Company
Price: 41.03 GBP
Availability: InStock

Futures

Price data last checked 51 day(s) ago - refreshing...

View at Amazon

We'll watch every seller, every day. One email when your price arrives.

It has never been this cheap. We have no record of a lower price.

£41 today · cheaper than every other day in the last 3 months

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 40 days · 40 data points (no recent data)

Historical

Generating forecast…

Price Distribution

Price distribution over 40 days • 2 price levels

Days at Price

Current Price

Price Analysis

Most common price: £42 (23 days, 57.5%)

Price range: £41 - £42

Price levels: 2 different prices over 40 days

Description

This book presents techniques for valuing derivative securities at a level suitable for practitioners, students in doctoral programs in economics and finance, and those in masters-level programs in financial mathematics and computational finance. It provides the necessary mathematical tools from analysis, probability theory, the theory of stochastic processes, and stochastic calculus, making extensive use of examples. It also covers pricing theory, with emphasis on martingale methods. The chapters are organized around the assumptions made about the dynamics of underlying price processes. Readers begin with simple, discrete-time models that require little mathematical sophistication, proceed to the basic Black-Scholes theory, and then advance to continuous-time models with multiple risk sources. The second edition takes account of the major developments in the field since 2000. New topics include the use of simulation to price American-style derivatives, a new one-step approach to pricing options by inverting characteristic functions, and models that allow jumps in volatility and Markov-driven changes in regime. The new chapter on interest-rate derivatives includes extensive coverage of the LIBOR market model and an introduction to the modeling of credit risk. As a supplement to the text, the book contains an accompanying CD-ROM with user-friendly FORTRAN, C++, and VBA program components.

Product Specifications

Brand: World Scientific Publishing Company
Format: paperback
ASIN: 9812833978
Category: Books > Subjects > Business, Finance & Law > Professional Finance > Investments & Securities > Futures
Domain: Amazon UK
Release Date: 13 June 2007
Listed Since: 08 August 2008

Barcode

No barcode data available

World Scientific Publishing Company Pricing Derivative Securities (2nd Edition): Second Edition

It has never been this cheap. We have no record of a lower price.

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Springer Financial Mathematics, Derivatives and Structured Products

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

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

Introduction to Stochastic Calculus Applied to Finance (Chapman and Hall/CRC Financial Mathematics Series)

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

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

Mathematical Finance: Theory Review and Exercises: 149 (UNITEXT, 149)

A Factor Model Approach to Derivative Pricing

An Introduction to Exotic Option Pricing (Chapman & Hall/CRC Financial Mathematics)

Computational Methods for Quantitative Finance: Finite Element Methods for Derivative Pricing (Springer Finance)

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

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

Introduction to Stochastic Finance with Market Examples (Chapman and Hall/CRC Financial Mathematics Series)

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

Computation and Simulation for Finance: An Introduction with Python (Springer Undergraduate Texts in Mathematics and Technology)

Derivatives and Internal Models: Modern Risk Management (Finance and Capital Markets Series)

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

Financial Derivatives: Pricing, Applications, and Mathematics

Lévy Processes in Finance: Pricing Financial Derivatives: 534 (Wiley Series in Probability and Statistics)

An Introduction to Financial Mathematics: Option Valuation (Chapman and Hall/CRC Financial Mathematics Series)

Academic Press Advanced Derivatives Pricing and Risk Management

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

Wiley Paul Wilmott on Quantitative Finance 2nd Edition

FINANCIAL DERIVATIVES PRICING: SELECTED WORKS OF ROBERT JARROW