Mathematics of Derivative Securities

The papers in this volume address various aspects of financial derivatives that 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. This broad and important collection will interest both academic scholars and financial engineers.

Author: Michael A. H. Dempster
Publisher: Cambridge University Press
Published: 10/13/1997
Pages: 600
Binding Type: Hardcover
Weight: 2.30lbs
Size: 9.27h x 6.31w x 1.70d
ISBN: 9780521584241