Advanced Derivatives Pricing and Risk Management
eBook - PDF

Advanced Derivatives Pricing and Risk Management

Theory, Tools, and Hands-On Programming Applications

  1. 426 pages
  2. English
  3. PDF
  4. Available on iOS & Android
eBook - PDF

Advanced Derivatives Pricing and Risk Management

Theory, Tools, and Hands-On Programming Applications

Book details
Table of contents
Citations

About This Book

Advanced Derivatives Pricing and Risk Management covers the most important and cutting-edge topics in financial derivatives pricing and risk management, striking a fine balance between theory and practice. 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.

The book is designed for students in finance programs, particularly financial engineering.

*Includes easy-to-implement VB/VBA numerical software libraries*Proceeds from simple to complex in approaching pricing and risk management problems*Provides analytical methods to derive cutting-edge pricing formulas for equity derivatives

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Yes, you can access Advanced Derivatives Pricing and Risk Management by Claudio Albanese,Giuseppe Campolieti in PDF and/or ePUB format, as well as other popular books in Business & Finance. We have over one million books available in our catalogue for you to explore.

Information

Publisher
Academic Press
Year
2005
ISBN
9780080488097
Topic
Business
Subtopic
Finance
Index
Business

Table of contents

  1. Front Cover
  2. Advanced Derivatives Pricing and Risk Management
  3. Copyright Page
  4. Contents
  5. Preface
  6. PART I: Pricing Theory and Risk Management
  7. PART II: Numerical Projects in Pricing and Risk Management
  8. Bibliography
  9. Index