Financial Derivatives: Pricing, Applications, and Mathematics 1st Edition

4.1 out of 5 stars 4 ratings
ISBN-13: 978-0521066792
ISBN-10: 0521066794
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  • Financial Derivatives: Pricing, Applications, and Mathematics
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Editorial Reviews

Review

"...excellent for industry people and for the new masters programs in quantitative financial modeling and mathematical finance...Excellent, too, is the exposition and the writing style."
Darrell Duffie, Stanford Business School

"...excellent...it contains the most important ingredients for a successful textbook, viz, clarity and accessibility...it will also be useful to practitioners who need to brush up on underlying concepts."
Dr. Sadek Wahba, Morgan Stanley Payne Webber

"The book is fundamentally strong because it is both well-informed technically and also focused on the actual matters that matter in the markets."
Martin Baxter, Nomura International, London

Book Description

This book is a graduate level manual on the pricing of financial derivatives. It allows the reader with basic knowledge of finance, calculus, and probability and statistics to understand the most powerful tools in applied finance. The three-fold focus is on equity derivatives, interest rate markets, and the mathematics of pricing. These concepts are applied in turn to the valuation of conventional and more specialized cases such as equity derivatives, government bonds, corporate bonds, swaps, caps, and swaptions.

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Reviewed in the United States on July 23, 2011
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Reviewed in the United States on January 19, 2006
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Reviewed in the United Kingdom on August 5, 2014
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