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About Financial Derivatives in Theory and Practice

Offers a comprehensive introduction to the theory and practice of financial derivatives. This book discusses and elaborates on the theory of interest rate derivatives. It focuses on the theory of stochastic calculus, and describes the pricing of a number of different derivatives in practice.

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  • Language:
  • English
  • ISBN:
  • 9780470863589
  • Binding:
  • Hardback
  • Pages:
  • 472
  • Published:
  • May 26, 2004
  • Edition:
  • Dimensions:
  • 159x237x33 mm.
  • Weight:
  • 822 g.
Delivery: 2-4 weeks
Expected delivery: October 29, 2024

Description of Financial Derivatives in Theory and Practice

Offers a comprehensive introduction to the theory and practice of financial derivatives. This book discusses and elaborates on the theory of interest rate derivatives. It focuses on the theory of stochastic calculus, and describes the pricing of a number of different derivatives in practice.

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