This book presents the mathematics that underpins pricing models
for derivative securities in modern financial markets, such as
options, futures and swaps. This new edition adds substantial
material from current areas of active research, such as coherent
risk measures with applications to hedging, the arbitrage interval
for incomplete discrete-time markets, and risk and return and
sensitivity analysis for the Black-Scholes model.
General
Is the information for this product incomplete, wrong or inappropriate?
Let us know about it.
Does this product have an incorrect or missing image?
Send us a new image.
Is this product missing categories?
Add more categories.
Review This Product
No reviews yet - be the first to create one!
Welcome to Loot.co.za!
Sign in / Register |Wishlists & Gift Vouchers |Help | Advanced search
