Quantitative Modeling of Derivative Securities

From Theory To Practice

Nonfiction, Science & Nature, Mathematics, Statistics
Cover of the book Quantitative Modeling of Derivative Securities by Peter Laurence, CRC Press
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Peter Laurence ISBN: 9781351420464
Publisher: CRC Press Publication: November 22, 2017
Imprint: Routledge Language: English
Author: Peter Laurence
ISBN: 9781351420464
Publisher: CRC Press
Publication: November 22, 2017
Imprint: Routledge
Language: English

Quantitative Modeling of Derivative Securities demonstrates how to take the basic ideas of arbitrage theory and apply them - in a very concrete way - to the design and analysis of financial products. Based primarily (but not exclusively) on the analysis of derivatives, the book emphasizes relative-value and hedging ideas applied to different financial instruments. Using a ""financial engineering approach,"" the theory is developed progressively, focusing on specific aspects of pricing and hedging and with problems that the technical analyst or trader has to consider in practice.

More than just an introductory text, the reader who has mastered the contents of this one book will have breached the gap separating the novice from the technical and research literature.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

Quantitative Modeling of Derivative Securities demonstrates how to take the basic ideas of arbitrage theory and apply them - in a very concrete way - to the design and analysis of financial products. Based primarily (but not exclusively) on the analysis of derivatives, the book emphasizes relative-value and hedging ideas applied to different financial instruments. Using a ""financial engineering approach,"" the theory is developed progressively, focusing on specific aspects of pricing and hedging and with problems that the technical analyst or trader has to consider in practice.

More than just an introductory text, the reader who has mastered the contents of this one book will have breached the gap separating the novice from the technical and research literature.

More books from CRC Press

Cover of the book Hepatitis A by Peter Laurence
Cover of the book Guide to Highway Law for Architects, Engineers, Surveyors and Contractors by Peter Laurence
Cover of the book Polymer Interface and Adhesion by Peter Laurence
Cover of the book Maths for the Building Trades by Peter Laurence
Cover of the book Nonionic Surfactants by Peter Laurence
Cover of the book Reproduction and Development in Annelida by Peter Laurence
Cover of the book Glutathione In The Nervous System by Peter Laurence
Cover of the book Sensors and Their Applications XI by Peter Laurence
Cover of the book Earth Building by Peter Laurence
Cover of the book Internet Infrastructure by Peter Laurence
Cover of the book Arbitration and Rent Review by Peter Laurence
Cover of the book Analysis of Energy Systems by Peter Laurence
Cover of the book Noise and Noise Control by Peter Laurence
Cover of the book Physics of PET and SPECT Imaging by Peter Laurence
Cover of the book Large-Scale Machine Learning in the Earth Sciences by Peter Laurence
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy