Using a systematic approach to the material, this text introduces the mathematics underlying the pricing of derivatives. The interest in dynamic pricing models is increasing due to their applicability to practical situations. With the freeing of exchange, interest rates, and capital controls, the markets for derivative products has matured, and pricing models have become more accurate. The resource should be of interest to professionals, Ph.D. students and advanced MBA students who are specifically interested in these financial products.
- ISBN10 0123846838
- ISBN13 9780123846839
- Publish Date 1 June 2013 (first published 1 January 1996)
- Publish Status Active
- Publish Country US
- Imprint Academic Press
- Edition 3rd ed.
- Format eBook
- Pages 525
- Language English