Written by a leading academic and practitioner in the field, Dynamic Pricing and Hedging of Derivatives: Stochastic and Numerical Methods provides a comprehensive introduction to derivatives. The author describes the various financial instruments and theoretical and practical methods that have been implementedto evaluate the derivative market. Split into three well-researched parts, the book first details the fundamentals of derivatives. The second section presents advanced probabilistic and numerical tools and the final part covers second generation derivatives¿the exotic derivatives.
- ISBN: 978-1-4398-0317-2
- Editorial: Chapman & Hall/CRC Statistics and Mathem
- Encuadernacion: Cartoné
- Páginas: 406
- Fecha Publicación: 30/04/2010
- Nº Volúmenes: 1
- Idioma: Inglés