Pricing Derivatives: The Financial Concepts Underlying The Mathematics Of Pricing Derivatives

Pricing Derivatives: The Financial Concepts Underlying The Mathematics Of Pricing Derivatives by Ambar Sengupta

By: Ambar Sengupta

QTY
-+
$89.95
 
 
ISBN
9780071445887
Date Released
Binding
Hardcover
Pages
282
 

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Description
Information
Irwin Library of Investment and Finance Pricing Derivatives provides investors with a clear understanding of derivative pricing models by first focusing on the underlying mathematics and financial concepts upon which the models were originally built. Trading consultant Professor Ambar Sengupta uses short, to-the-point chapters to examine the relation between price and probability as well as pricing structures of all major derivative instruments. Other topics covered include foundations of stochastic models of pricing, along with methods for establishing optimal prices in terms of the max-min principles that underlie game theory.
ISBN:
9780071445887
Publication Date:
27 / 05 / 2005
Pages:
282

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