Description: Derivative Security Pricing Please note: this item is printed on demand and will take extra time before it can be dispatched to you (up to 20 working days). Techniques, Methods and Applications Author(s): Carl Chiarella, Xue-Zhong He, Christina Sklibosios Nikitopoulos Format: Paperback Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, Germany Imprint: Springer-Verlag Berlin and Heidelberg GmbH & Co. K ISBN-13: 9783662516317, 978-3662516317 Synopsis The book presents applications of stochastic calculus to derivative security pricing and interest rate modelling. By focusing more on the financial intuition of the applications rather than the mathematical formalities, the book provides the essential knowledge and understanding of fundamental concepts of stochastic finance, and how to implement them to develop pricing models for derivatives as well as to model spot and forward interest rates. Furthermore an extensive overview of the associated literature is presented and its relevance and applicability are discussed. Most of the key concepts are covered including Ito's Lemma, martingales, Girsanov's theorem, Brownian motion, jump processes, stochastic volatility, American feature and binomial trees. The book is beneficial to higher-degree research students, academics and practitioners as it provides the elementary theoretical tools to apply the techniques of stochastic finance in research or industrial problems in the field.
Price: 128.27 GBP
Location: Aldershot
End Time: 2024-05-23T08:15:45.000Z
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Book Title: Derivative Security Pricing
Subject Area: Data Analysis
Item Height: 235mm
Item Width: 155mm
Author: Carl Chiarella, Xue-Zhong He, Christina Sklibosios Nikitopoulos
Publication Name: Derivative Security Pricing: Techniques, Methods and Applications
Format: Paperback
Language: English
Publisher: Springer-Verlag Berlin AND Heidelberg Gmbh & Co. KG
Subject: Economics, Accounting, Finance, Mathematics, Management
Publication Year: 2016
Type: Textbook
Item Weight: 9416g
Number of Pages: 616 Pages
