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Derivative Security Pricing
Chiarella, Carl; He, Xue-Zhong; Sklibosios Nikitopoulos, Christina
€ 230.00
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Description for Derivative Security Pricing
Paperback. Series: Dynamic Modeling and Econometrics in Economics and Finance. Num Pages: 632 pages, 116 black & white illustrations, 38 colour illustrations, biography. BIC Classification: KCB; KFF; KJT; PBT; PBU. Category: (P) Professional & Vocational. Dimension: 235 x 155 x 33. Weight in Grams: 955.
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
Paperback
Publication date
2016
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
632
Condition
New
Series
Dynamic Modeling and Econometrics in Economics and Finance
Number of Pages
616
Place of Publication
Berlin, Germany
ISBN
9783662516317
SKU
V9783662516317
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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