Pricing Derivative Securities is popular PDF and ePub book, written by T. W. Epps in 2000, it is a fantastic choice for those who relish reading online the Business & Economics genre. Let's immerse ourselves in this engaging Business & Economics book by exploring the summary and details provided below. Remember, Pricing Derivative Securities can be Read Online from any device for your convenience.
Pricing Derivative Securities Book PDF Summary
Latest Edition: Pricing Derivative Securities (2nd Edition)The development of successful techniques for valuing derivative assets is among the most influential achievements of economic science. Pricing Derivative Securities presents the theory of financial derivatives in a way that emphasizes both its mathematical foundations and its practical implementation. The book's organization reveals its three distinctive features. Part I surveys the necessary tools of analysis, probability theory, and stochastic calculus, thus making the book self-contained. The chapters in Part II, Pricing Theory, are organized around the dynamics of the price processes of underlying assets, progressing from simple models to those that require considerable mathematical sophistication. The last part of the book is devoted to the empirical implementation of the pricing formulas developed in Part II, offering a detailed survey of numerical methods and providing a collection of programs in FORTRAN and C++.Errata(s)Preface, Page viChapter 13, Page 534?www.worldscientific.com/books/4415.zip? The above links should be replaced with?www.worldscientific.com/doi/suppl/10.1142/4415/suppl_file/4415_software_free.zip?Errata
Detail Book of Pricing Derivative Securities PDF
- Author : T. W. Epps
- Release : 01 October 2024
- Publisher : World Scientific
- ISBN : 9789810242985
- Genre : Business & Economics
- Total Page : 712 pages
- Language : English
- PDF File Size : 21,5 Mb
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