Hunt, Philip
Financial Derivatives in Theory and Practice
The book originally published in March 2000 to widespread acclaim.Thisrevised edition has been updated with minor corrections and new references, and now includes a chapter of exercises and solutions, enabling use as a course text.
- Comprehensive introduction to the theory and practice of financial derivatives.
- Discusses and elaborates on the theory of interest rate derivatives, an area of increasing interest.
- Divided into two self-contained parts ? the first concentrating on the theory of stochastic calculus, and the second describes in detail the pricing of a number of different derivatives in practice.
- Written by well respected academics with experience in the banking industry.
A valuable text for practitioners in research departments of all banking and finance sectors. Academic researchers and graduate students working in mathematical finance.
Keywords: MATHEMATICS / Probability & Statistics / General MAT029000
- Author(s)
- Hunt, Philip
- Kennedy, Joanne
- Publisher
- John Wiley and Sons, Inc.
- Publication year
- 2004
- Language
- en
- Edition
- 1
- Series
- Wiley Series in Probability and Statistics
- Page amount
- 468 pages
- Category
- Natural Sciences
- Format
- Ebook
- eISBN (PDF)
- 9780470863602
- Printed ISBN
- 9780470863596