Quantitative Modeling of Derivative Securities
Marco (Courant Institute, New York, New York, USA) Avellaneda, Peter (Universita di Roma, Italy) Laurence
Taylor & Francis Inc, 1999
259,95 €On orderDelivery: 2-3 weeks
Based primarily on the analysis of derivatives, this work emphasizes relative-value and hedging ideas applied to different financial instruments. It demonstrates how to take the basic ideas of arbitrage theory and apply them to the design and analysis of financial products.
- ISBN-13
- 9781584880318
- ISBN-10
- 1584880317
- Publisher
- Taylor & Francis Inc
- Year
- 1999
- Publication date
- 1999-09-17
- Pages
- 334
- Dimensions
- 210x150x22
- Weight
- 381