Mathematical Models of Financial Derivatives (Springer Finance)

Mathematical Models of Financial Derivatives (Springer Finance)

$138.54
Sale price  $138.54 Regular price  $138.54
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Mathematical Models of Financial Derivatives (Springer Finance)

Mathematical Models of Financial Derivatives (Springer Finance)

$138.54
Sale price  $138.54 Regular price  $138.54
SKU: DADAX3540422889
ISBN: 9783540422884
Publisher: Springer
Availability: In Stock
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Description

This second edition, now featuring new material, focuses on the valuation principles that are common to most derivative securities. A wide range of financial derivatives commonly traded in the equity and fixed income markets are analysed, emphasising aspects of pricing, hedging and practical usage. This second edition features additional emphasis on the discussion of Ito calculus and Girsanovs Theorem, and the risk-neutral measure and equivalent martingale pricing approach. A new chapter on credit risk models and pricing of credit derivatives has been added. Up-to-date research results are provided by many useful exercises.

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