Option Theory
Option Theory takes the reader from first principles to the frontiers of modern finance theory. The book is aimed at busy financial engineers at all levels, providing formulas and techniques that can be readily applied to real life problems; yet the theoretical basis of the subject is explored in detail so that the book will also appeal to students and researchers. Written in a clear and accessible manner, the author covers the various approaches to option pricing: risk neutral expectations by integration, trees, analytical and numerical solutions of partial differential equations and Monte Carlo methods, demonstrating the close relationship…
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Produktdetails
- ISBN: 978-0-470-85795-3
- EAN: 9780470857953
- Produktnummer: 13811097
- Verlag: Wiley
- Sprache: Englisch
- Erscheinungsjahr: 2003
- Seitenangabe: 388 S.
- Plattform: PDF
- Masse: 5'218 KB
Über den Autor
Peter James was educated at Magdalen College, Oxford and at University College, London. His first degrees are in Theoretical Physics and in Econometrics and Statistics, and he has a PhD in Relativistic Quantum Mechanics.He was formerly head of International Investment Banking at NationsBank (now Bank of America).He has many years experience in the derivatives markets at Merrill Lynch, DKB Financial Products and Credit Agricole Lazard Financial Products, where he is currently Head of Risk Management.
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