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Derivative Pricing

- A Problem-Based Primer

By Ambrose Lo

part of the Chapman & Hall/CRC Financial Mathematics Series series

part of the Chapman and Hall/CRC Financial Mathematics Series series

Derivative Pricing by Ambrose Lo
About Derivative Pricing

This textbook adopts a mathematically rigorous, widely accessible pedagogical approach, providing a formal treatment of derivative pricing methodologies and theory. The abundance of examples and problems makes it suitable for advanced undergraduates, beginning graduates as well as professionals.

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  • Language:
  • English
  • ISBN:
  • 9780367734213
  • Binding:
  • Paperback
  • Pages:
  • 450
  • Published:
  • December 18, 2020
  • Dimensions:
  • 255x179x30 mm.
  • Weight:
  • 854 g.
Delivery: 1-2 weeks
Expected delivery: May 16, 2024

About Ambrose Lo

View all books by Ambrose Lo

Description of Derivative Pricing

This textbook adopts a mathematically rigorous, widely accessible pedagogical approach, providing a formal treatment of derivative pricing methodologies and theory. The abundance of examples and problems makes it suitable for advanced undergraduates, beginning graduates as well as professionals.

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