Advanced Derivatives Pricing and Risk Management Theory, Tools, and Hands-On Programming Applications |
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| Author:
| Albanese, Claudio
Campolieti, Giuseppe |
| Series title: | Academic Press Advanced Finance Ser. |
| ISBN: | 978-0-12-047682-4 |
| Publication Date: | Oct 2005 |
| Publisher: | Elsevier Science & Technology
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| Imprint: | Academic Press |
| Book Format: | Hardback |
| List Price: | USD $124.00 |
Book Description:
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Advanced Derivatives Pricing and Risk Management covers the most important and cutting-edge topics in financial derivatives pricing and risk management, striking a fine balance between theory and practice. The book contains a wide spectrum of problems, worked-out solutions, detailed methodologies, and applied mathematical techniques for which anyone planning to make a serious career in quantitative finance must master.
In fact, core portions of the book's material...
More Description
Advanced Derivatives Pricing and Risk Management covers the most important and cutting-edge topics in financial derivatives pricing and risk management, striking a fine balance between theory and practice. The book contains a wide spectrum of problems, worked-out solutions, detailed methodologies, and applied mathematical techniques for which anyone planning to make a serious career in quantitative finance must master.
In fact, core portions of the book's material originated and evolved after years of classroom lectures and computer laboratory courses taught in a world-renowned professional Master's program in mathematical finance.
The book is designed for students in finance programs, particularly financial engineering.