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 | | Mathematics of Derivative Securities (Publications of the Newton Institute) by Michael A. H. Dempster (Editor), Stanley R. Pliska (Editor) ISBN-10: 9780521584241 ISBN-10: 0-521-58424-8 ISBN-13: 9780521584241 ISBN-13: 978-0-521-58424-1 Hardcover 1997-10-13 Cambridge University Press Find Lowest Price |
Editorials | ||
Product Description 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. | ||
Book Description During 1995 the Isaac Newton Institute for the Mathematical Sciences at Cambridge University hosted a six month research program on financial mathematics. Much of the work done there was on the subject of financial derivatives and some of the very best papers were selected to appear in this volume. They 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. Hence this book will be of interest both to academics and financial engineers. | ||
Reviews | ||
A Newton's work This is an excellent book which covers many great ideas and potential methodologies applied to derivative pricing. It should have been published much earlier. | ||