Uniting the foremost minds in financial research, past and present, "Derivatives Pricing" guides the reader through the most ground-breaking papers that have shaped modern financial theory into the entity we know today.
FREE Two-Day Shipping for Students. Learn more |
Book Description
Editorial Reviews
About the Author
Peter Carr is the head of quantitative research at Bloomberg LP, where his group is responsible for all facets of the business operation relating to modelling and analytics. He is also the director of the Masters in Math Finance programme at NYU's Courant Institute. Prior to his current positions, he headed equity derivative research groups for six years at Bank of America Securities and at Morgan Stanley. His prior academic positions include 4 years as an adjunct professor at Columbia University and 8 years as a finance professor at Cornell University. Since receiving his PhD in finance from UCLA in 1989, he has published extensively in both academic and industry-oriented journals. He is currently the treasurer of the Bachelier Finance Society and a practitioner director for the Financial Management Association. Peter has recently won awards from Wilmott Magazine for "Cutting Edge Research" and from Risk Magazine for "Quant of the Year".
Product Details
Would you like to update product info or give feedback on images?
|
Customer Reviews
|
There are no customer reviews yet.
|
|||
|
Video reviews
|
Inside This Book
(learn more)
First Sentence:
In this introduction, we will give a brief overview of the chapters in this volume. Read the first page Key Phrases - Capitalized Phrases (CAPs): (learn more)
New York, Journal of Finance, Monte Carlo, Journal of Financial Economics, Journal of Political Economy, Management Science, Capital Markets, Cornell University, Industrial Management Review, Journal of Economic Theory, Academic Press, Present Volume, American Economic Review, Farkas-Minkowski Lemma, Fischer Black, Loan Portfolio, Probability of Loss, Theory of Continuous Trading, Journal of Business, Mathematical Finance, The Pricing of Commodity Contracts, Thinking Coherently, University of Bonn, Martingale Representation Theorem, Rational Theory of Warrant Pricing New!
Books on Related Topics | Concordance | Text Stats Browse Sample Pages:
Front Cover | Table of Contents | First Pages | Index | Back Cover | Surprise Me!
In this introduction, we will give a brief overview of the chapters in this volume. Read the first page Key Phrases - Capitalized Phrases (CAPs): (learn more)
New York, Journal of Finance, Monte Carlo, Journal of Financial Economics, Journal of Political Economy, Management Science, Capital Markets, Cornell University, Industrial Management Review, Journal of Economic Theory, Academic Press, Present Volume, American Economic Review, Farkas-Minkowski Lemma, Fischer Black, Loan Portfolio, Probability of Loss, Theory of Continuous Trading, Journal of Business, Mathematical Finance, The Pricing of Commodity Contracts, Thinking Coherently, University of Bonn, Martingale Representation Theorem, Rational Theory of Warrant Pricing New!
Books on Related Topics | Concordance | Text Stats Browse Sample Pages:
Front Cover | Table of Contents | First Pages | Index | Back Cover | Surprise Me!
Citations (learn more)
This book cites 46
books:
See all 46 books this book cites
2
books
cite this book:
- The Random Character of Stock Market Prices by Paul Cootner on 4 pages
- Brownian Motion and Stochastic Calculus (Graduate Texts in Mathematics) by Ioannis Karatzas on page 147, page 196, and page 215
- Option Pricing (The Irwin series in finance) by Robert A. Jarrow on page 10, page 124, and page 215
- Stochastic Processes by Sheldon M. Ross on page 10, page 124, and page 215
- Fourier Series and Boundary Value Problems by James Ward Brown on page 442, and page 500
See all 46 books this book cites
- Equity Hybrid Derivatives (Wiley Finance) by Marcus Overhaus in Back Matter
- The Volatility Surface: A Practitioner's Guide (Wiley Finance) by Jim Gatheral in Back Matter
Books on Related Topics
(learn more)
|
Tag this product(What's this?)Think of a tag as a keyword or label you consider is strongly related to this product.
Tags will help all customers organize and find favorite items. |
Sell a Digital Version of This Book in the Kindle Store
If you are a publisher or author and hold the digital rights to a book, you can sell a digital version of it in our Kindle Store.
Learn more
Customer Discussions
|
This product's forum
Active discussions in related forums
Search Customer Discussions
|
Related forums
|
