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Informationen zum Autor Jamil Baz is the chief investment strategist of GLG, a London-based hedge fund. Prior to holding this position, he was a portfolio manager with PIMCO in London, a managing director in the Proprietary Trading Group of Goldman Sachs, chief investment strategist of Deutsche Bank, and executive director of Lehman Brothers fixed income research division. Dr Baz teaches financial economics at Oxford University. He has degrees from the London School of Economics (M.Sc.), MIT (S.M.), and Harvard University (A.M., Ph.D.). Klappentext This book is a graduate level manual on the pricing of financial derivatives. It allows the reader with basic knowledge of finance! calculus! and probability and statistics to understand the most powerful tools in applied finance. The focus is on equity derivatives! interest rate markets! and the mathematics of pricing. Zusammenfassung This book is a graduate level manual on the pricing of financial derivatives. It allows the reader with basic knowledge of finance! calculus! and probability and statistics to understand the most powerful tools in applied finance. The focus is on equity derivatives! interest rate markets! and the mathematics of pricing. Inhaltsverzeichnis 1. Introduction; 2. Preliminary mathematics; 3. Principles of financial valuation; 4. Interest rate models; 5. Mathematics of asset pricing; 6. Bibliography.
