Financial Derivatives
Pricing, Applications, and Mathematics
This book offers a complete, succinct account of the principles of financial derivatives pricing. The first chapter provides readers with an intuitive exposition of basic random calculus. Concepts such as volatility and time, random walks, geometric Brownian motion, and Ito's lemma are discussed heuristically. The second chapter develops generic pricing techniques for assets and derivatives, determining the notion of a stochastic discount factor or pricing kernel, and then uses this concept to price conventional and exotic derivatives. The third chapter applies the pricing concepts to the special case of interest rate markets, namely, bonds a…
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Produktdetails
- ISBN: 978-1-107-26656-8
- EAN: 9781107266568
- Produktnummer: 16942067
- Verlag: Cambridge University Press
- Sprache: Englisch
- Erscheinungsjahr: 2004
- Seitenangabe: 0 S.
- Plattform: PDF
- Masse: 3'654 KB
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