Claudio Albanese, Giuseppe Campolieti

Advanced Derivatives Pricing and Risk Management (eBook, PDF)

Theory, Tools, and Hands-On Programming Applications

• Format: PDF

Produktbeschreibung

Advanced Derivatives Pricing and Risk Management covers the most important and cutting-edge topics in financial derivatives pricing and risk management, striking a fine balance between theory and practice. The book contains a wide spectrum of problems, worked-out solutions, detailed methodologies, and applied mathematical techniques for which anyone planning to make a serious career in quantitative finance must master.

In fact, core portions of the book's material originated and evolved after years of classroom lectures and computer laboratory courses taught in a world-renowned professional Master's program in mathematical finance.

The book is designed for students in finance programs, particularly financial engineering.

*Includes easy-to-implement VB/VBA numerical software libraries
*Proceeds from simple to complex in approaching pricing and risk management problems
*Provides analytical methods to derive cutting-edge pricing formulas for equity derivatives

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Produktdetails

• Verlag: Elsevier Science & Techn.
• Seitenzahl: 426
• Erscheinungstermin: 8. September 2005
• Englisch
• ISBN-13: 9780080488097
• Artikelnr.: 38118260