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"Derivative Securities provides a comprehensive and accessible introduction to derivative securities, such as forward contracts, futures contracts, options on assets, options on futures contracts, and credit swaps. It features a new, unified approach to the pricing and hedging of futures and options, and covers diverse areas such as equity, stock index, foreign currency, interest rate and commodity derivatives, as well as swaps and exotic options."--BOOK JACKET.Title Summary field provided by Blackwell North America, Inc. All Rights Reserved
"Derivative Securities provides a comprehensive and accessible introduction to derivative securities, such as forward contracts, futures contracts, options on a
During 1995 the Isaac Newton Institute for the Mathematical Sciences at Cambridge University hosted a six month research program on financial mathematics. Durin
This book presents techniques for valuing derivative securities at a level suitable for practitioners, students in doctoral programs in economics and finance, a
This book applies the mathematics and concepts of quantum mechanics and quantum field theory to the modelling of interest rates and the theory of options. Parti
This book is mainly devoted to finite difference numerical methods for solving partial differential equations (PDEs) models of pricing a wide variety of financi
