Chapman and Hall/CRC
Quantitative Modeling of Derivative Securities (English, Marco Avellaneda)
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Product Description
About the Book
Quantitative Modeling of Derivative Securities demonstrates how to take the basic ideas of arbitrage theory and apply them - in a very concrete way - to the design and analysis of financial products. Based primarily (but not exclusively) on the analysis of derivatives, the book emphasizes relative-value and hedging ideas applied to different financial instruments. Using a "financial engineering approach," the theory is developed progressively, fo…
ISBN: 9781584880318
Book Specifications
| ISBN-13 | 9781584880318 |
| ISBN-10 | 1584880317 |
| Publisher | Chapman and Hall/CRC |
| Category | Chapman and Hall/CRC |
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