Quantitative modeling of derivative securities
Subtitle: from theory to practice
By: Marco Avellaneda in collaboration with Peter Laurence.
Contributors: Laurence, Peter.
Publisher: Chapman & Hall/CRC
Published: 2000
Place of publication: Boca Raton, Fla
Language: eng
Number of pages: 322
Subjects: Derivative securities; Options (Finance); Exotic options (Finance)
Notes: Includes bibliographical references and index.