Advanced Derivatives Pricing and Risk Management

Advanced Derivatives Pricing and Risk Management by Claudio Albanese

By: Claudio Albanese

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$130.99
 
 
ISBN
9780080488097
Date Released
Binding
eBook
 
 

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Advanced Derivatives Pricing and Risk Management covers the most important and cutting-edge topics in financial derivatives pricing and risk management, striking a fine balance between theory and practice. The book contains a wide spectrum of problems, worked-out solutions, detailed methodologies, and applied mathematical techniques for which anyone planning to make a serious career in quantitative finance must master. In fact, core portions of the book's material originated and evolved after years of classroom lectures and computer laboratory courses taught in a world-renowned professional Master's program in mathematical finance. The book is designed for students in finance programs, particularly financial engineering.*Includes easy-to-implement VB/VBA numerical software libraries*Proceeds from simple to complex in approaching pricing and risk management problems*Provides analytical methods to derive cutting-edge pricing formulas for equity derivatives
ISBN:
9780080488097
Publication Date:
08 / 09 / 2005

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