Quantitative Modeling of Derivative Securities - From Theory To Practice

Summary

Based primarily on the analysis of derivatives, this work emphasizes relative-value and hedging ideas applied to different financial instruments. It demonstrates how to take the basic ideas of arbitrage theory and apply them to the design and analysis of financial products.

Product details

• Authors: Marco Avellaneda, Peter Laurence, Laurence Peter
• Publisher: Taylor and Francis
• Languages: English
• Product format: Hardback
• Released: 17.09.1999
• EAN: 9781584880318
• ISBN: 978-1-58488-031-8
• No. of pages: 334
• Weight: 780 g
• Illustrations: Raster,schwarz-weiss, Tabellen, schwarz-weiss
• Subjects: Social sciences, law, business > Business > General, dictionaries; Business & Economics / Investments & Securities / General, MATHEMATICS / Applied, Mathematical modelling, Investment & securities, Investment and securities