Financial Derivatives in Theory and Practice



John Wiley & Sons | 2000-05-12 | ISBN: 0471967173 | 432 pages | PDF | 14,6 MB

This book brings together in one volume both a complete, rigorous and yet readable account of the mathematics underlying derivative pricing and a guide to applying these ideas to solve real pricing problems. It is aimed at practitioners and researchers who wish to understand the latest finance literature and develop their own pricing models. The authors' combination of strong theoretical knowledge and extensive market experience make this book particularly relevant for those interested in real world applications of mathematical finance.

Features:

* detailed coverage of interest rate derivatives, from 'vanilla' instruments through to many of the more exotic products currently being traded
* overview of popular term structure models along with their relationships to each other (including Heath-Jarrow-Morton, short rate models and the latest market models)
* explanation of numeraires as a modelling and pricing tool
* pricing models for constant maturity swaps and other convexity products
* models and efficient algorithms for path-dependent and Bermudan swaptions
* insights into how to go about pricing products beyond those treated in the text
* accessible yet rigorous treatment of the stochastic calculus required for option pricing

Download:

http://w13.easy-share.com/1700805400.html

http://www.filefactory.com/file/efc4ab/n/Financial_Derivatives_in_Theory_and_Practice_rar

[Fast Download] Financial Derivatives in Theory and Practice


Related eBooks:
Anthony Crosland: The Mixed Economy
Studies in Globalization in Economic Transitions
Kites in a Hurricane
Salespeople Don't Lie
Gapenski's Fundamentals of Healthcare Finance, Third Edition
The Gen Z Frequency
Colonialism and Indian Economy
Principles of Accounting By Larry Walther
Environmental & Natural Resource Economics, 10th Edition
Financial Counseling
Real Project Planning: Developing a Project Delivery Strategy
Principles of Corporate Finance, 11th edition
Copyright Disclaimer:
This site does not store any files on its server. We only index and link to content provided by other sites. Please contact the content providers to delete copyright contents if any and email us, we'll remove relevant links or contents immediately.