Mathematical Models of Financial Derivatives |
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| Author:
| Kwok, Yue Kuen |
| Series title: | Springer Finance Ser. |
| ISBN: | 978-3-642-44793-8 |
| Publication Date: | Nov 2014 |
| Publisher: | Springer Berlin / Heidelberg
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| Imprint: | Springer |
| Book Format: | Paperback |
| List Price: | USD $99.00 |
Book Description:
|
This book contains a comprehensive account of pricing models of financial derivatives. It covers risk neutral valuation theory, martingale measure, and tools in stochastic calculus required for the understanding of option pricing theory.
This book contains a comprehensive account of pricing models of financial derivatives. It covers risk neutral valuation theory, martingale measure, and tools in stochastic calculus required for the understanding of option pricing theory.