T. W. Epps Pricing Derivative Securities

ISBN 13: 9789810242985

Pricing Derivative Securities

0 avg rating
( 0 ratings by Goodreads )
 
9789810242985: Pricing Derivative Securities
View all copies of this ISBN edition:
 
 

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

"synopsis" may belong to another edition of this title.

Review:

"It is certainly a book which should be on every financial engineer's shelf." -- Journal of Finance, April 2002

"The book will be interesting for financial academics and for practitioners working in financial derivatives." -- Mathematics Abstracts, 2002

"About this title" may belong to another edition of this title.

Other Popular Editions of the Same Title

9789812700339: Pricing Derivative Securities (2nd Edition)

Featured Edition

ISBN 10:  9812700331 ISBN 13:  9789812700339
Publisher: World Scientific Pub Co Inc, 2008
Hardcover

9789812833976: Pricing Derivative Securities

World ..., 2007
Softcover

Top Search Results from the AbeBooks Marketplace

1.

T. W. Epps
Published by World Scientific Publishing Company (2000)
ISBN 10: 9810242980 ISBN 13: 9789810242985
New Hardcover Quantity Available: 1
Seller:
Irish Booksellers
(Portland, ME, U.S.A.)
Rating
[?]

Book Description World Scientific Publishing Company, 2000. Condition: New. book. Seller Inventory # M9810242980

More information about this seller | Contact this seller

Buy New
US$ 49.27
Convert currency

Add to Basket

Shipping: US$ 3.27
Within U.S.A.
Destination, rates & speeds

2.

T. W. Epps
Published by World Scientific Pub Co Inc (2000)
ISBN 10: 9810242980 ISBN 13: 9789810242985
New Hardcover Quantity Available: 1
Seller:
Ergodebooks
(RICHMOND, TX, U.S.A.)
Rating
[?]

Book Description World Scientific Pub Co Inc, 2000. Hardcover. Condition: New. Seller Inventory # DADAX9810242980

More information about this seller | Contact this seller

Buy New
US$ 70.60
Convert currency

Add to Basket

Shipping: US$ 3.99
Within U.S.A.
Destination, rates & speeds

3.

Thomas Epps T.W.
Published by World Scientific Singapore 2000 (2000)
ISBN 10: 9810242980 ISBN 13: 9789810242985
New Hardcover Quantity Available: 1
Seller:
Robin Summers
(Aldeburgh, United Kingdom)
Rating
[?]

Book Description World Scientific Singapore 2000, 2000. Condition: New. New hardback. Fine and unread. Seller Inventory # C11638

More information about this seller | Contact this seller

Buy New
US$ 60.09
Convert currency

Add to Basket

Shipping: US$ 16.79
From United Kingdom to U.S.A.
Destination, rates & speeds

4.

T. W. Epps
Published by World Scientific Publishing Company (2000)
ISBN 10: 9810242980 ISBN 13: 9789810242985
New Hardcover Quantity Available: 1
Seller:
Books Express
(Portsmouth, NH, U.S.A.)
Rating
[?]

Book Description World Scientific Publishing Company, 2000. Hardcover. Condition: New. Ships with Tracking Number! INTERNATIONAL WORLDWIDE Shipping available. Buy with confidence, excellent customer service!. Seller Inventory # 9810242980n

More information about this seller | Contact this seller

Buy New
US$ 136.68
Convert currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, rates & speeds