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Quantitative Modeling of Derivative Securities

By: Italy) Laurence Peter (Universita di Roma (Author)

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Ksh 10,800.00

Format: Paperback or Softback

ISBN-13: 9780367579142

Publisher: Taylor & Francis Ltd

Publication Date: Jun 30th, 2020

Dimension: 24.60 x 17.40 x 61.60 cms

Category: Economic statistics

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Based primarily on the analysis of derivatives, Quantitative Modeling of Derivative Securities emphasizes relative-value and hedging ideas applied to different financial instruments. It demonstrates how to take the basic ideas of arbitrage theory and apply them to the design and analysis of financial products. Using a financial engineering approach

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