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Item Details
| Title:
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DYNAMIC PRICING AND HEDGING OF DERIVATIVES
STOCHASTIC AND NUMERICAL METHODS |
| By: |
Nicole El-Karoui |
| Format: |
Electronic book text |
| List price:
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£59.99 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
1439803188 |
| ISBN 13: |
9781439803189 |
| Publisher: |
TAYLOR & FRANCIS LTD |
| Pub. date: |
30 April, 2010 |
| Series: |
Chapman and Hall/CRC Financial Mathematics Series |
| Pages: |
406 |
| Synopsis: |
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 implemented to 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. |
| Illustrations: |
50 Illustrations, black and white |
| Publication: |
UK |
| Imprint: |
Chapman & Hall/CRC |
| Returns: |
Non-returnable |
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