By Claudio Albanese,Giuseppe Campolieti
Advanced Derivatives Pricing and threat Management covers an important and state of the art issues in monetary derivatives pricing and threat administration, awesome a great stability among concept and perform. The ebook incorporates a huge spectrum of difficulties, worked-out suggestions, specific methodologies, and utilized mathematical concepts for which an individual making plans to make a major occupation in quantitative finance needs to master.
In truth, center parts of the book’s fabric originated and advanced after years of lecture room lectures and laptop laboratory classes taught in a world-renowned expert Master’s software in mathematical finance.
The ebook is designed for college students in finance courses, relatively monetary engineering.
*Includes easy-to-implement VB/VBA numerical software program libraries
*Proceeds from uncomplicated to complicated in drawing close pricing and hazard administration problems
*Provides analytical easy methods to derive state of the art pricing formulation for fairness derivatives
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Extra info for Advanced Derivatives Pricing and Risk Management: Theory, Tools, and Hands-On Programming Applications (Academic Press Advanced Finance)
Advanced Derivatives Pricing and Risk Management: Theory, Tools, and Hands-On Programming Applications (Academic Press Advanced Finance) by Claudio Albanese,Giuseppe Campolieti