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Derivative Security Pricing

- Techniques, Methods and Applications

About Derivative Security Pricing

The book presents applications of stochastic calculus to derivative security pricing and interest rate modelling.

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  • Language:
  • English
  • ISBN:
  • 9783662459058
  • Binding:
  • Hardback
  • Pages:
  • 616
  • Published:
  • April 6, 2015
  • Edition:
  • 2015
  • Dimensions:
  • 167x246x38 mm.
  • Weight:
  • 1088 g.
Delivery: 2-3 weeks
Expected delivery: December 6, 2024

Description of Derivative Security Pricing

The book presents applications of stochastic calculus to derivative security pricing and interest rate modelling.

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