Overview
- Focuses on the financial intuition of key results of derivative security pricing
- Helps readers from both academia and industry without formal mathematical training to understand the fundamentals of mathematical finance
- Includes theoretical and computational problems aiming to enhance the theoretical understanding as well as the applicability of the topics
- Includes supplementary material: sn.pub/extras
Part of the book series: Dynamic Modeling and Econometrics in Economics and Finance (DMEF, volume 21)
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Table of contents (26 chapters)
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The Fundamentals of Derivative Security Pricing
Authors and Affiliations
Bibliographic Information
Book Title: Derivative Security Pricing
Book Subtitle: Techniques, Methods and Applications
Authors: Carl Chiarella, Xue-Zhong He, Christina Sklibosios Nikitopoulos
Series Title: Dynamic Modeling and Econometrics in Economics and Finance
DOI: https://doi.org/10.1007/978-3-662-45906-5
Publisher: Springer Berlin, Heidelberg
eBook Packages: Business and Economics, Economics and Finance (R0)
Copyright Information: Springer-Verlag Berlin Heidelberg 2015
Hardcover ISBN: 978-3-662-45905-8Published: 07 April 2015
Softcover ISBN: 978-3-662-51631-7Published: 09 October 2016
eBook ISBN: 978-3-662-45906-5Published: 25 March 2015
Series ISSN: 1566-0419
Series E-ISSN: 2363-8370
Edition Number: 1
Number of Pages: XVI, 616
Number of Illustrations: 116 b/w illustrations, 38 illustrations in colour
Topics: Finance, general, Quantitative Finance, Macroeconomics/Monetary Economics//Financial Economics, Probability Theory and Stochastic Processes, Optimization, Operations Research/Decision Theory