eBook - ePub

Quantitative Modeling of Derivative Securities

Name: Quantitative Modeling of Derivative Securities
Author: Peter Laurence,Marco Avellaneda

From Theory To Practice

Peter Laurence,

Marco Avellaneda,

336 pages
English
ePUB (mobile friendly)
Available on iOS & Android

eBook - ePub

Quantitative Modeling of Derivative Securities

From Theory To Practice

Peter Laurence,

Marco Avellaneda,

About this 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, focusing on specific aspects of pricing and hedging and with problems that the technical analyst or trader has to consider in practice.More than just an introductory text, the reader who has mastered the contents of this one book will have breached the gap separating the novice from the technical and research literature.

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Yes, you can access Quantitative Modeling of Derivative Securities by Peter Laurence,Marco Avellaneda in PDF and/or ePUB format, as well as other popular books in Mathematics & Probability & Statistics. We have over one million books available in our catalogue for you to explore.