Pricing derivatives: the financial concepts underlying the mathematics of pricing derivatives
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Bibliographische Detailangaben
Beteilige Person: Sengupta, Ambar 1963- (VerfasserIn)
Format: Buch
Sprache:Englisch
Veröffentlicht: New York [u.a.] McGraw-Hill c2005
Schriftenreihe:The McGraw-Hill library of investment and finance
Schlagwörter:
Links:http://www.loc.gov/catdir/toc/ecip054/2004028196.html
http://www.loc.gov/catdir/enhancements/fy0617/2004028196-b.html
http://www.loc.gov/catdir/enhancements/fy0617/2004028196-d.html
http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014886616&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
Abstract:Irwin Library of Investment and Finance Pricing Derivatives provides investors with a clear understanding of derivative pricing models by first focusing on the underlying mathematics and financial concepts upon which the models were originally built. Trading consultant Professor Ambar Sengupta uses short, to-the-point chapters to examine the relation between price and probability as well as pricing structures of all major derivative instruments. Other topics covered include foundations of stochastic models of pricing, along with methods for establishing optimal prices in terms of the max-min principles that underlie game theory.
Beschreibung:Includes bibliographical references (p. 269-271) and index
Umfang:xiv, 282 p. 24 cm
ISBN:0071445889