Quantitative Modeling of Derivative Securities

From Theory To Practice

Nonfiction, Science & Nature, Mathematics, Statistics
Cover of the book Quantitative Modeling of Derivative Securities by Peter Laurence, CRC Press
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Author: Peter Laurence ISBN: 9781351420464
Publisher: CRC Press Publication: November 22, 2017
Imprint: Routledge Language: English
Author: Peter Laurence
ISBN: 9781351420464
Publisher: CRC Press
Publication: November 22, 2017
Imprint: Routledge
Language: English

Quantitative Modeling of Derivative Securities demonstrates how to take the basic ideas of arbitrage theory and apply them - in a very concrete way - to the design and analysis of financial products. Based primarily (but not exclusively) on the analysis of derivatives, the book emphasizes relative-value and hedging ideas applied to different financial instruments. Using a ""financial engineering approach,"" the theory is developed progressively, focusing on specific aspects of pricing and hedging and with problems that the technical analyst or trader has to consider in practice.

More than just an introductory text, the reader who has mastered the contents of this one book will have breached the gap separating the novice from the technical and research literature.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

Quantitative Modeling of Derivative Securities demonstrates how to take the basic ideas of arbitrage theory and apply them - in a very concrete way - to the design and analysis of financial products. Based primarily (but not exclusively) on the analysis of derivatives, the book emphasizes relative-value and hedging ideas applied to different financial instruments. Using a ""financial engineering approach,"" the theory is developed progressively, focusing on specific aspects of pricing and hedging and with problems that the technical analyst or trader has to consider in practice.

More than just an introductory text, the reader who has mastered the contents of this one book will have breached the gap separating the novice from the technical and research literature.

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