Quantitative Modeling of Derivative Securities (English, Marco Avellaneda)
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Book Details
Publisher
Chapman and Hall/CRC
Language
English
ISBN-13
9781584880318
ISBN-10
1584880317
Author
Marco Avellaneda
About the Book
Quantitative Modeling of Derivative Securities demonstrates how to take the basic ideas of arbitrage theory and apply them - in a very concrete way - to the design and analysis of financial products. Based primarily (but not exclusively) on the analysis of derivatives, the book emphasizes relative-value and hedging ideas applied to different financial instruments. Using a "financial engineering approach," the theory is developed progressively, fo…
ISBN: 9781584880318
ISBN-13: 9781584880318
ISBN-10: 1584880317
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Marco Avellaneda is the author of Quantitative Modeling of Derivative Securities. Browse more books by Marco Avellaneda on GlowMirror.
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Product ID: isbn-9781584880318
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