Mathematics of Derivative Securities

Cambridge University Press, 1997

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A collection of premier papers on financial mathematics ranging from abstract financial theory to practical issues pertaining to the pricing and hedging of interest rate derivatives and exotic options in the market place. Hence this book will be of interest both to academics and financial engineers.

ISBN-13
9780521584241
ISBN-10
0521584248
Publisher
Cambridge University Press
Year
1997
Publication date
1997-10-13
Pages
600
Dimensions
163x237x42
Weight
1020