Derivative Security Pricing : Techniques, Methods and Applications

Language: English

Published by Springer Vieweg, 2015

3662459051 / 9783662459058

Series: Book 13 of 20 - Dynamic Modeling and Econometrics in Economics and Finance

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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Druck auf Anfrage Neuware - Printed after ordering - The book presents applications of stochastic calculus to derivative security pricing and interest rate modelling. By focusing more on the financial intuition of the applications rather than the mathematical formalities, the book provides the essential knowledge and understanding of fundamental concepts of stochastic finance, and how to implement them to develop pricing models for derivatives as well as to model spot and forward interest rates. Furthermore an extensive overview of the associated literature is presented and its relevance and applicability are discussed. Most of the key concepts are covered including Ito's Lemma, martingales, Girsanov's theorem, Brownian motion, jump processes, stochastic volatility, American feature and binomial trees. The book is beneficial to higher-degree research students, academics and practitioners as it provides the elementary theoretical tools to apply the techniques of stochastic finance in research or industrial problems in the field.

Seller Inventory # 9783662459058

Title
Derivative Security Pricing : Techniques, Methods and Applications
Author
Xue-Zhong He
Publisher
Springer Vieweg
Publication year
2015
Condition
Neu
Binding
Buch
Language
English
ISBN 10
3662459051
ISBN 13
9783662459058
Item weight
1,103 grams
Dimensions
241x160x40 mm
Series
Book 13 of 20: Dynamic Modeling and Econometrics in Economics and Finance

AHA-BUCH GmbH

Einbeck, Germany

5-star seller

AbeBooks seller since August 14, 2006

Shipping rates from Germany to U.S.A.

Item7 to 10 business days5 to 7 business days
First itemUS$ 44.33US$ 50.74
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