Compare Prices | Create Shopping Lists with Price Drop Alerts | Set Coupons, Promo Codes & Sales Alerts | Get Access to Exclusive Deals and Much More... All in One Place | Read all about it here

Mathematical Models of Financial Derivatives

Mathematical Models of Financial Derivatives

Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9783540422884
Condition
New
Product Description

Objectives and Audience In the past three decades, we have witnessed the phenomenal growth in the trading of financial derivatives and structured products in the financial markets around the globe and the surge in research on derivative pricing theory. Leading financial ins- tutions are hiring graduates with a science background who can use advanced analytical and numerical techniques to price financial derivatives and manage portfolio risks, a phenomenon coined as Rocket Science on Wall Street. There are now more than a hundred Master level degree programs in Financial Engineering/Quantitative Finance/Computational Finance on different continents. This book is written as an introductory textbook on derivative pricing theory for students enrolled in these degree programs. Another audience of the book may include practitioners in quantitative teams in financial institutions who would like to acquire the knowledge of option pricing techniques and explore the new development in pricing models of exotic structured derivatives. The level of mathematics in this book is tailored to readers with preparation at the advanced undergraduate level of science and engineering majors, in particular, basic profiiencies in probability and statistics, differential equations, numerical methods, and mathematical analysis. Advance knowledge in stochastic processes that are relevant to the martingale pricing theory, like stochastic differential calculus and theory of martingale, are introduced in this book. The cornerstones of derivative pricing theory are the BlackScholesMerton pricing model and the martingale pricing theory of financial derivatives.

Available Colors
Available Sizes
1 Offer Price Range: $74.99 - $74.99
BEST PRICE

Single Product Purchase

$74.99
@ Link.springer.com     BUY Now

Price Comparison

Seller Contact Seller List Price On Sale Shipping Best Promo Final Price Volume Discount Financing Availability Seller's Page
BEST PRICE
1 Product Purchase
@ Link.springer.com
Contact Store Call Store Contact Support
$74.99 $74.99

$74.99
See Site In stock Visit Store

Similar Products

The Development of the International Book Trade, 1870-1895

$54.99

Power System Loads and Power System Stability

$139.99

Higher Education and the Practice of Hope

$109.99

Integration - Desintegration

$44.99

Politikberatung und die Herstellung von Entscheidungssicherheit im politischen System

$49.99

New Trends in the Applications of Differential Equations in Sciences

$249.99

Uday Shankar and His Transcultural Experimentations

$129.99

Zerebrale Aneurysmen und Gefmalformationen

$179.99

Bipolare Transistoren

$49.99

Dental Pathology

$84.99

Apparateelemente

$229.00

Mechanical Design: Theory and Methodology

$84.99

Advances in 3D Image and Graphics Representation, Analysis, Computing and Information Technology

$219.99

Zielkonflikte und Zielkompromisse im unternehmerischen Entscheidungsproze

$59.99

The Economics of Public Services

$169.99

Biophysical Aspects of Coherence and Biological Order

$109.99

Biomarkers in Oncology

$169.99

Schler. Lehrer. Eltern

$29.99

Molecular Aspects of Human Cytomegalovirus Diseases

$84.99

Nondifferentiable and Two-Level Mathematical Programming

$169.99

New Issues in Financial and Credit Markets

$135.00

Englischlehrer*innen im Umgang mit einer Kritischen Fremdsprachendidaktik

$79.99

Plant Virus Evolution

$169.99

Grundbegriffe des preuischen Wegerechts

$59.99

Female Combatants in Conflict and Peace

$109.00

Patrick White's Fiction

$169.99

Herausforderung Nahost

$64.99

The Law of Causality and Its Limits

$84.99

Qualittssicherung durch Softwaretests

$29.95

Verification, Model Checking, and Abstract Interpretation

$74.99

Self-Incompatibility in Flowering Plants

$169.99

What is Fundamental?

$84.99

Membrane Computing

$54.99

Migration zu Windows 2000

$34.99

The Wonderful Book

$5.96

Islamic History and Law

$99.99

Aspects of Homogeneous Catalysis

$39.99

Mission Geometry; Orbit and Constellation Design and Management

$299.99

Multiscale Computer Modeling in Biomechanics and Biomedical Engineering

$109.99

Pro SQL Server 2005 High Availability

$54.99