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.
Avainsanat: MATHEMATICS / Probability & Statistics / General MAT029000
- Tekijä(t)
- Hunt, Philip
- Kennedy, Joanne
- Julkaisija
- John Wiley and Sons, Inc.
- Julkaisuvuosi
- 2004
- Kieli
- en
- Painos
- 1
- Sarja
- Wiley Series in Probability and Statistics
- Sivumäärä
- 468 sivua
- Kategoria
- Eksaktit luonnontieteet
- Tiedostomuoto
- E-kirja
- eISBN (PDF)
- 9780470863602
- Painetun ISBN
- 9780470863596