Derivative Securities

Derivative Securities
Author: Robert A. Jarrow
Publisher: South Western Educational Publishing
Total Pages: 738
Release: 1996
Genre: Business & Economics
ISBN:


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Accessible and intuitive, Derivative Securities offers advanced undergraduates, MBA students, and executives the theory and practical tools needed to price and hedge derivatives in the professional marketplace. Written by two of the foremost derivative pricing experts in the world, this text makes the theory and practice of pricing and hedging derivative securities accessible without watering down the material. Presentation is complete yet avoids advanced mathematics. Equal coverage is given to options pricing theory and futures pricing theory, and cutting-edge derivatives research is incorporated throughout. Derivatives pricing software is bound with each text.


Derivative Securities
Language: en
Pages: 738
Authors: Robert A. Jarrow
Categories: Business & Economics
Type: BOOK - Published: 1996 - Publisher: South Western Educational Publishing

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Accessible and intuitive, Derivative Securities offers advanced undergraduates, MBA students, and executives the theory and practical tools needed to price and
Mathematics of Derivative Securities
Language: en
Pages: 614
Authors: Michael A. H. Dempster
Categories: Business & Economics
Type: BOOK - Published: 1997-10-13 - Publisher: Cambridge University Press

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During 1995 the Isaac Newton Institute for the Mathematical Sciences at Cambridge University hosted a six month research program on financial mathematics. Durin
Pricing Derivative Securities
Language: en
Pages: 644
Authors: Thomas W Epps
Categories: Business & Economics
Type: BOOK - Published: 2007-06-04 - Publisher: World Scientific Publishing Company

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This book presents techniques for valuing derivative securities at a level suitable for practitioners, students in doctoral programs in economics and finance, a
A Course in Derivative Securities
Language: en
Pages: 358
Authors: Kerry Back
Categories: Business & Economics
Type: BOOK - Published: 2005-10-11 - Publisher: Springer Science & Business Media

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"Deals with pricing and hedging financial derivatives.... Computational methods are introduced and the text contains the Excel VBA routines corresponding to the
Derivative Securities and Difference Methods
Language: en
Pages: 663
Authors: You-lan Zhu
Categories: Mathematics
Type: BOOK - Published: 2013-07-04 - Publisher: Springer Science & Business Media

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This book is mainly devoted to finite difference numerical methods for solving partial differential equations (PDEs) models of pricing a wide variety of financi