Quantitative Modeling of Derivative Securities (English, Marco Avellaneda)-60% OFF
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Quantitative Modeling of Derivative Securities (English, Marco Avellaneda)

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Book Details

ISBN-139781584880318
ISBN-101584880317

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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

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