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Hunt, Philip

Financial Derivatives in Theory and Practice

Hunt, Philip - Financial Derivatives in Theory and Practice, ebook

156,30€

Ebook, PDF with Adobe DRM
ISBN: 9780470863602
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Printing140 pages with an additional page accrued every 6 hours, capped at 140 pages
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The term Financial Derivative is a very broad term which has come to mean any financial transaction whose value depends on the underlying value of the asset concerned. Sophisticated statistical modelling of derivatives enables practitioners in the banking industry to reduce financial risk and ultimately increase profits made from these transactions.

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)
 
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

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