Advanced Derivatives Pricing and Risk Management: Theory, Tools, and Hands-On Programming Applications
- ISBN-10
- 0080488099
- ISBN-13
- 9780080488097
- Category
- Business & Economics
- Pages
- 426
- Language
- English
- Published
- 2005-09-08
- Publisher
- Elsevier
- Authors
- Claudio Albanese, Giuseppe Campolieti
Description
Advanced Derivatives Pricing and Risk Management covers the most important and cutting-edge topics in financial derivatives pricing and risk management, striking a fine balance between theory and practice. The book contains a wide spectrum of problems, worked-out solutions, detailed methodologies, and applied mathematical techniques for which anyone planning to make a serious career in quantitative finance must master. In fact, core portions of the book’s material originated and evolved after years of classroom lectures and computer laboratory courses taught in a world-renowned professional Master’s program in mathematical finance. The book is designed for students in finance programs, particularly financial engineering. *Includes easy-to-implement VB/VBA numerical software libraries *Proceeds from simple to complex in approaching pricing and risk management problems *Provides analytical methods to derive cutting-edge pricing formulas for equity derivatives
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Other editions
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- 2006
- 420 pages
- Paperback
- Academic Press
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