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Quantitative Modeling of Derivative Securities

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

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Ksh 31,200.00

Format: Hardback or Cased Book

ISBN-13: 9781584880318

Publisher: Taylor & Francis Inc

Publication Date: Sep 17th, 1999

Weight: 381 grams

Dimension: 21.00 x 15.00 x 2.20 cms

Category: Investment & securities

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Based primarily on the analysis of derivatives, this work 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.

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