Accessible and intuitive, Derivative Securities offers the practical tools needed to price and hedge derivatives in the professional marketplace. Written by two of the foremost derivative pricing experts in the world, this book makes the theory and practice of pricing and hedging derivative securities accessible without the "watering down" of the material often deemed necessary. Although two modeling paradigms are explored - the discrete time binomial practice model and the continuous time models of Black-Scholes and Heath ...
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Accessible and intuitive, Derivative Securities offers the practical tools needed to price and hedge derivatives in the professional marketplace. Written by two of the foremost derivative pricing experts in the world, this book makes the theory and practice of pricing and hedging derivative securities accessible without the "watering down" of the material often deemed necessary. Although two modeling paradigms are explored - the discrete time binomial practice model and the continuous time models of Black-Scholes and Heath-Jarrow-Morton - all relevant concepts are introduced using the discrete time model. Examples and problems are tied to the software, a fully functional option pricing calculator based on a commercial software package developed by the authors.
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Add this copy of Derivative Securities to cart. $6.12, very good condition, Sold by ThriftBooks-Reno rated 4.0 out of 5 stars, ships from Reno, NV, UNITED STATES, published 1999 by South-Western College Pub.
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Add this copy of Derivative Securities to cart. $13.61, very good condition, Sold by ThriftBooks-Dallas rated 4.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 1996 by South-Western Publishing.
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Add this copy of Derivative Securities to cart. $48.81, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 1999 by South-Western College Pub.
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