Quantitative Modeling of Derivative Securities

Quantitative Modeling of Derivative Securities
Author :
Publisher : CRC Press
Total Pages : 338
Release :
ISBN-10 : 1584880317
ISBN-13 : 9781584880318
Rating : 4/5 (318 Downloads)

Book Synopsis Quantitative Modeling of Derivative Securities by : Marco Avellaneda

Download or read book Quantitative Modeling of Derivative Securities written by Marco Avellaneda and published by CRC Press. This book was released on 1999-09-17 with total page 338 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.


Quantitative Modeling of Derivative Securities Related Books

Quantitative Modeling of Derivative Securities
Language: en
Pages: 338
Authors: Marco Avellaneda
Categories: Mathematics
Type: BOOK - Published: 1999-09-17 - Publisher: CRC Press

GET EBOOK

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 des
Quantitative Modeling of Derivative Securities
Language: en
Pages: 335
Authors: Peter Laurence
Categories: Mathematics
Type: BOOK - Published: 2017-11-22 - Publisher: CRC Press

GET EBOOK

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 des
Implementing Models in Quantitative Finance: Methods and Cases
Language: en
Pages: 606
Authors: Gianluca Fusai
Categories: Business & Economics
Type: BOOK - Published: 2007-12-20 - Publisher: Springer Science & Business Media

GET EBOOK

This book puts numerical methods in action for the purpose of solving practical problems in quantitative finance. The first part develops a toolkit in numerical
Applied Quantitative Methods for Trading and Investment
Language: en
Pages: 426
Authors: Christian L. Dunis
Categories: Business & Economics
Type: BOOK - Published: 2004-01-09 - Publisher: John Wiley & Sons

GET EBOOK

This book provides a manual on quantitative financial analysis. Focusing on advanced methods for modelling financial markets in the context of practical financi
Actuarial Finance
Language: en
Pages: 592
Authors: Mathieu Boudreault
Categories: Mathematics
Type: BOOK - Published: 2019-03-22 - Publisher: John Wiley & Sons

GET EBOOK

A new textbook offering a comprehensive introduction to models and techniques for the emerging field of actuarial Finance Drs. Boudreault and Renaud answer the