Advanced Derivatives Pricing And Risk Management: Theory, Tools, And Hands-on Programming Applications (academic Press Advanced Finance)
by Claudio Albanese /
2005 / English / PDF
4.6 MB Download
Written by leading academics and practitioners in the field of
financial mathematics, the purpose of this book is to provide a
unique combination of some of the most important and relevant
theoretical and practical tools from which any advanced
undergraduate and graduate student, professional quant and
researcher will benefit. This book stands out from all other
existing books in quantitative finance from the sheer impressive
range of ready-to-use software and accessible theoretical tools
that are provided as a complete package. By proceeding from simple
to complex, the authors cover core topics in derivative pricing and
risk management in a style that is engaging, accessible and
self-instructional. The book contains a wide spectrum of problems,
worked-out solutions, detailed methodologies and applied
mathematical techniques for which anyone planning to make a serious
career in quantitative finance must master. In fact, core portions
of the book's material originated and evolved after years of
classroom lectures and computer laboratory courses taught in a
world-renowned professional Master's program in mathematical
finance. As a bonus to the reader, the book also gives a detailed
exposition on new cutting-edge theoretical techniques with many
results in pricing theory that are published here for the first
time.
Written by leading academics and practitioners in the field of
financial mathematics, the purpose of this book is to provide a
unique combination of some of the most important and relevant
theoretical and practical tools from which any advanced
undergraduate and graduate student, professional quant and
researcher will benefit. This book stands out from all other
existing books in quantitative finance from the sheer impressive
range of ready-to-use software and accessible theoretical tools
that are provided as a complete package. By proceeding from simple
to complex, the authors cover core topics in derivative pricing and
risk management in a style that is engaging, accessible and
self-instructional. The book contains a wide spectrum of problems,
worked-out solutions, detailed methodologies and applied
mathematical techniques for which anyone planning to make a serious
career in quantitative finance must master. In fact, core portions
of the book's material originated and evolved after years of
classroom lectures and computer laboratory courses taught in a
world-renowned professional Master's program in mathematical
finance. As a bonus to the reader, the book also gives a detailed
exposition on new cutting-edge theoretical techniques with many
results in pricing theory that are published here for the first
time.
*Includes easy-to-implement VB/VBA numerical software
libraries
*Includes easy-to-implement VB/VBA numerical software
libraries
*Proceeds from simple to complex in approaching pricing and risk
management problems
*Proceeds from simple to complex in approaching pricing and risk
management problems
*Provides analytical methods to derive cutting-edge pricing
formulas for equity derivatives
*Provides analytical methods to derive cutting-edge pricing
formulas for equity derivatives
