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Derivative Securities
Language: en
Pages: 738
Authors: Robert A. Jarrow
Categories: Business & Economics
Type: BOOK - Published: 1996 - Publisher: South Western Educational Publishing

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Accessible and intuitive, Derivative Securities offers advanced undergraduates, MBA students, and executives the theory and practical tools needed to price and
Mathematics of Derivative Securities
Language: en
Pages: 614
Authors: Michael A. H. Dempster
Categories: Business & Economics
Type: BOOK - Published: 1997-10-13 - Publisher: Cambridge University Press

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During 1995 the Isaac Newton Institute for the Mathematical Sciences at Cambridge University hosted a six month research program on financial mathematics. Durin
A Course in Derivative Securities
Language: en
Pages: 358
Authors: Kerry Back
Categories: Business & Economics
Type: BOOK - Published: 2005-10-11 - Publisher: Springer Science & Business Media

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"Deals with pricing and hedging financial derivatives.... Computational methods are introduced and the text contains the Excel VBA routines corresponding to the
Pricing Derivative Securities (2nd Edition)
Language: en
Pages: 644
Authors: Thomas Wake Epps
Categories: Business & Economics
Type: BOOK - Published: 2007-06-04 - Publisher: World Scientific Publishing Company

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This book presents techniques for valuing derivative securities at a level suitable for practitioners, students in doctoral programs in economics and finance, a
Quantum Finance
Language: en
Pages: 334
Authors: Belal E. Baaquie
Categories: Business & Economics
Type: BOOK - Published: 2007-07-23 - Publisher: Cambridge University Press

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This book applies the mathematics and concepts of quantum mechanics and quantum field theory to the modelling of interest rates and the theory of options. Parti