Pricing Derivative Securities
Subtitle: An Interactive, Dynamic Environment with Maple V and Matlab
Publisher: Academic Press
Published: January 15, 2001
Language: eng
Number of pages: 760
ISBN-13: 9780125649155
First sentence: One of the key concepts in modern financial theory is "arbitrage", or rather the lack of it, in financial markets.
Description: "Pricing derivatives theory comes alive in this self-contained interactive experience in financial pricing. The no-arbitrage perspective in a one-period state-preference model drives the book, and the Maple and Matlab programs help readers visualize payoffs and respond to various constraints and conditions.

With clear explanations and lavish illustrations, Pricing Derivative Securities: An Interactive, Dynamic Environment with Maple V and Matlab teaches the core theoretical concepts so often disguised behind difficult terms and institutional details."--BOOK JACKET.