Derivative Pricing: A Problem-Based Primer: Chapman and Hall/CRC Financial Mathematics Series
Autor Ambrose Loen Limba Engleză Paperback – 18 dec 2020
Features
- Lucid explanations of the theory and assumptions behind various derivative pricing models.
- Emphasis on intuitions, mnemonics as well as common fallacies.
- Interspersed with illustrative examples and end-of-chapter problems that aid a deep understanding of concepts in derivative pricing.
- Mathematical derivations, while not eschewed, are made maximally accessible.
- A solutions manual is available for qualified instructors.
The Author
Ambrose Lo is currently Assistant Professor of Actuarial Science at the Department of Statistics and Actuarial Science at the University of Iowa. He received his Ph.D. in Actuarial Science from the University of Hong Kong in 2014, with dependence structures, risk measures, and optimal reinsurance being his research interests. He is a Fellow of the Society of Actuaries (FSA) and a Chartered Enterprise Risk Analyst (CERA). His research papers have been published in top-tier actuarial journals, such as ASTIN Bulletin: The Journal of the International Actuarial Association, Insurance: Mathematics and Economics, and Scandinavian Actuarial Journal.
Toate formatele și edițiile | Preț | Express |
---|---|---|
Paperback (1) | 397.24 lei 6-8 săpt. | |
CRC Press – 18 dec 2020 | 397.24 lei 6-8 săpt. | |
Hardback (1) | 504.82 lei 6-8 săpt. | |
CRC Press – 27 iun 2018 | 504.82 lei 6-8 săpt. |
Din seria Chapman and Hall/CRC Financial Mathematics Series
- 9% Preț: 1213.55 lei
- 9% Preț: 766.41 lei
- 8% Preț: 548.53 lei
- 9% Preț: 734.64 lei
- 8% Preț: 469.52 lei
- 8% Preț: 489.58 lei
- 9% Preț: 606.38 lei
- 9% Preț: 833.51 lei
- Preț: 341.73 lei
- 8% Preț: 532.05 lei
- 8% Preț: 438.95 lei
- 9% Preț: 661.19 lei
- 9% Preț: 641.09 lei
- 20% Preț: 508.40 lei
- 8% Preț: 410.54 lei
- 9% Preț: 704.11 lei
- 9% Preț: 731.00 lei
- 8% Preț: 547.38 lei
- Preț: 342.36 lei
- 9% Preț: 595.34 lei
- Preț: 401.85 lei
- 8% Preț: 546.80 lei
- 26% Preț: 1013.16 lei
- Preț: 427.37 lei
- 12% Preț: 312.72 lei
- 26% Preț: 1013.16 lei
- 13% Preț: 311.96 lei
- Preț: 427.37 lei
- 15% Preț: 587.81 lei
- 18% Preț: 772.01 lei
- Preț: 356.63 lei
- 18% Preț: 767.84 lei
- 15% Preț: 559.17 lei
- 18% Preț: 1254.47 lei
- 9% Preț: 594.56 lei
- 21% Preț: 381.71 lei
- 25% Preț: 899.47 lei
- 26% Preț: 762.59 lei
- 20% Preț: 1262.16 lei
- 25% Preț: 1436.15 lei
- 15% Preț: 666.02 lei
Preț: 397.24 lei
Nou
Puncte Express: 596
Preț estimativ în valută:
76.02€ • 78.97$ • 63.15£
76.02€ • 78.97$ • 63.15£
Carte tipărită la comandă
Livrare economică 03-17 februarie 25
Preluare comenzi: 021 569.72.76
Specificații
ISBN-13: 9780367734213
ISBN-10: 0367734214
Pagini: 450
Dimensiuni: 178 x 254 x 23 mm
Greutate: 0.83 kg
Ediția:1
Editura: CRC Press
Colecția Chapman and Hall/CRC
Seria Chapman and Hall/CRC Financial Mathematics Series
ISBN-10: 0367734214
Pagini: 450
Dimensiuni: 178 x 254 x 23 mm
Greutate: 0.83 kg
Ediția:1
Editura: CRC Press
Colecția Chapman and Hall/CRC
Seria Chapman and Hall/CRC Financial Mathematics Series
Cuprins
1. An Introduction to Forwards and Options 2. Forwards and Futures 3. Option Strategies 4. Binomial Option Pricing Models 5. Mathematical Foundations of the BS Framework 6. The Black-Scholes Formula 7. Option Greeks and Risk Management 8. Exotic Options 9. General Properties of Option Prices
Notă biografică
Ambrose Lo is currently Assistant Professor of Actuarial Science at the Department of Statistics and Actuarial Science at the University of Iowa. He received his Ph.D. in Actuarial Science from the University of Hong Kong in 2014, with dependence structures, risk measures, and optimal reinsurance being his research interests. He is a Fellow of the Society of Actuaries (FSA) and a Chartered Enterprise Risk Analyst (CERA). His research papers have been published in top-tier actuarial journals, such as ASTIN Bulletin: The Journal of the International Actuarial Association, Insurance: Mathematics and Economics, and Scandinavian Actuarial Journal.
Descriere
This textbook adopts a mathematically rigorous, widely accessible pedagogical approach, providing a formal treatment of derivative pricing methodologies and theory. The abundance of examples and problems makes it suitable for advanced undergraduates, beginning graduates as well as professionals.