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Theory of Financial Risk and Derivative Pricing
Language: en
Pages: 410
Authors: Jean-Philippe Bouchaud
Categories: Business & Economics
Type: BOOK - Published: 2003-12-11 - Publisher: Cambridge University Press

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Risk control and derivative pricing have become of major concern to financial institutions, and there is a real need for adequate statistical tools to measure a
Theory of Financial Risk and Derivative Pricing
Language: en
Pages: 410
Authors: Jean-Philippe Bouchaud
Categories: Business & Economics
Type: BOOK - Published: 2003-12-11 - Publisher: Cambridge University Press

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Risk control and derivative pricing have become of major concern to financial institutions, and there is a real need for adequate statistical tools to measure a
Financial Derivatives Pricing
Language: en
Pages: 609
Authors: Robert A. Jarrow
Categories: Business & Economics
Type: BOOK - Published: 2008 - Publisher: World Scientific

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This book is a collection of original papers by Robert Jarrow that contributed to significant advances in financial economics. Divided into three parts, Part I
Risk-Neutral Valuation
Language: en
Pages: 447
Authors: Nicholas H. Bingham
Categories: Mathematics
Type: BOOK - Published: 2013-06-29 - Publisher: Springer Science & Business Media

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This second edition - completely up to date with new exercises - provides a comprehensive and self-contained treatment of the probabilistic theory behind the ri
Derivative Pricing
Language: en
Pages: 451
Authors: Ambrose Lo
Categories: Mathematics
Type: BOOK - Published: 2018-07-04 - Publisher: CRC Press

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The proliferation of financial derivatives over the past decades, options in particular, has underscored the increasing importance of derivative pricing literac