Quantitative Modeling of Derivative Securities
Subtitle: From Theory To Practice
Publisher: Chapman & Hall/CRC
Published: September 17, 1999
Language: eng
Format: Hardcover
Number of pages: 336
ISBN-13: 9781584880318
Subjects: Investment & securities; Mathematical modelling; Probability & Statistics - General; Mathematical Models; Securities; Mathematics; Business / Economics / Finance; Business/Economics; Investments & Securities - General; Mathematics / Statistics; Derivative securities; Exotic options (Finance); Options (Finance)
First sentence: This chapter describes the basic principles of derivative security valuation.