- Series: Publications of the Newton Institute (Book 15)
- Hardcover: 600 pages
- Publisher: Cambridge University Press; 1 edition (October 13, 1997)
- Language: English
- ISBN-10: 0521584248
- ISBN-13: 978-0521584241
- Product Dimensions: 6 x 1.7 x 9 inches
- Shipping Weight: 2.4 pounds (View shipping rates and policies)
- Average Customer Review: Be the first to review this item
- Amazon Best Sellers Rank: #3,806,296 in Books (See Top 100 in Books)
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Mathematics of Derivative Securities (Publications of the Newton Institute) 1st Edition
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"The papers are of exceptionally high quality, and the book works on different levels--as an introduction to the field or its particular aspects, as a survey of existing theories, models and techniques, and as a source for getting insight about important new directions and unsolved problems." Jaksa Cvitani^D'c, Mathematical Reviews
During 1995 the Isaac Newton Institute for the Mathematical Sciences at Cambridge University hosted a six month research program on financial mathematics. Much of the work done there was on the subject of financial derivatives and some of the very best papers were selected to appear in this volume. They range from abstract financial theory to practical issues pertaining to the pricing and hedging of interest rate derivatives and exotic options in the market place. Hence this book will be of interest both to academics and financial engineers.