Pricing Derivative Securities

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  • Pricing Derivative Securities Book Detail

  • Author : T. W. Epps
  • Release Date : 2000
  • Publisher : World Scientific
  • Genre : Business & Economics
  • Pages : 712
  • ISBN 13 : 9810242980
  • File Size : 5,5 MB

Pricing Derivative Securities by T. W. Epps PDF Summary

Book Description: Latest Edition: Pricing Derivative Securities (2nd Edition)The development of successful techniques for valuing derivative assets is among the most influential achievements of economic science. Pricing Derivative Securities presents the theory of financial derivatives in a way that emphasizes both its mathematical foundations and its practical implementation. The book's organization reveals its three distinctive features. Part I surveys the necessary tools of analysis, probability theory, and stochastic calculus, thus making the book self-contained. The chapters in Part II, Pricing Theory, are organized around the dynamics of the price processes of underlying assets, progressing from simple models to those that require considerable mathematical sophistication. The last part of the book is devoted to the empirical implementation of the pricing formulas developed in Part II, offering a detailed survey of numerical methods and providing a collection of programs in FORTRAN and C++.Errata(s)Preface, Page viChapter 13, Page 534?www.worldscientific.com/books/4415.zip? The above links should be replaced with?www.worldscientific.com/doi/suppl/10.1142/4415/suppl_file/4415_software_free.zip?Errata

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Pricing Derivative Securities

Pricing Derivative Securities

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This book presents techniques for valuing derivative securities at a level suitable for practitioners, students in doctoral programs in economics and finance, a

Pricing Derivative Securities

Pricing Derivative Securities

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CD-ROM contains: MAPLE student version 5.0; online version of text; MATLAB GUI; IDEAL software (embedded in online text).

Derivative Securities

Derivative Securities

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"Derivative Securities provides a comprehensive and accessible introduction to derivative securities, such as forward contracts, futures contracts, options on a