Mathematics of Derivative Securities (Publications of the Newton Institute)
Editorial Reviews
Review
' ... offers superb insight into many classical and less classical issues of modern quantitative finance.' Rudi Bogni, The Times Higher Education Supplement
'Merton, in his Foreword, characterizes the contents as 'representative of the high quality and mathematical sophistication of research in the field.' ... I have no reason to differ with this evaluation.' Peter Bloomfield, JASA
Book Description
The papers in this volume address various aspects of financial derivatives that range from abstract financial theory to practical issues pertaining to the pricing and hedging of interest rate derivatives and exotic options in the market place. This broad and important collection will interest both academic scholars and financial engineers.
Mathematics of Derivative Securities (Publications of the Newton Institute),Michael A. H. Dempster,Stanley R. Pliska,H. K. Moffatt,Cambridge University Press,0521584248,Business & Economics,Derivative securities,Futures And Options Trading,Investments & Securities - General,Mathematical Economics,Mathematics,Probability & Statistics - General,Science/Mathematics,Derivative securities--Mathematics,Investment & securities,Mathematics / Applied,Probability & statistics
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