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Derivative Security Pricing: Techniques, Methods and Applications (Dynamic Modeling and Econometrics in Economics and Finance)
Chiarella, Carl, He, Xue-Zhong, Sklibosios Nikitopoulos, Christina
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Description for Derivative Security Pricing: Techniques, Methods and Applications (Dynamic Modeling and Econometrics in Economics and Finance)
Hardcover. Series: Dynamic Modeling and Econometrics in Economics and Finance. Num Pages: 616 pages, 116 black & white illustrations, 38 colour illustrations, biography. BIC Classification: KFFM. Category: (P) Professional & Vocational. Dimension: 246 x 167 x 38. Weight in Grams: 1088.
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 ... Read more
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 ... Read more
Product Details
Format
Hardback
Publication date
2015
Publisher
Springer
Condition
New
Series
Dynamic Modeling and Econometrics in Economics and Finance
Number of Pages
616
Place of Publication
Berlin, Germany
ISBN
9783662459058
SKU
V9783662459058
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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