Pricing Derivative Securities (Hardcover)

Latest Edition: Pricing Derivative Securities (2nd Edition)The development of successful techniques for valuing derivative assets is among the most influential achievements of economic science. Pricing Derivative Securities presents the theory of financial derivatives in a way that emphasizes both its mathematical foundations and its practical implementation. The book's organization reveals its three distinctive features. Part I surveys the necessary tools of analysis, probability theory, and stochastic calculus, thus making the book self-contained. The chapters in Part II, Pricing Theory, are organized around the dynamics of the price processes of underlying assets, progressing from simple models to those that require considerable mathematical sophistication. The last part of the book is devoted to the empirical implementation of the pricing formulas developed in Part II, offering a detailed survey of numerical methods and providing a collection of programs in FORTRAN and C++.Errata(s)Preface, Page viChapter 13, Page 534"www.worldscientific.com/books/4415.zip" The above links should be replaced with"www.worldscientific.com/doi/suppl/10.1142/4415/suppl_file/4415_software_free.zip"Errata

General

Imprint:	World Scientific Publishing Co Pte Ltd
Country of origin:	Singapore
Release date:	June 2000
Authors:	Thomas Wake Epps
Dimensions:	230 x 164 x 39mm (L x W x T)
Format:	Hardcover
Pages:	712
ISBN-13:	978-981-02-4298-5
Categories:	Books > Business & Economics > Economics > Economic forecasting Books > Computing & IT > General theory of computing > General Books > Computing & IT > Applications of computing > General Books > Science & Mathematics > Mathematics > Applied mathematics > General Books > Business & Economics > Finance & accounting > Finance > Investment & securities > Stocks & shares Books > Money & Finance > Investment & securities > Stocks & shares Promotions
LSN:	981-02-4298-0
Barcode:	9789810242985

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