ISBN 9783540422884,Mathematical Models of Financial Derivatives

Mathematical Models of Financial Derivatives

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ISBN 9783540422884
Publisher

Ingram Publisher Services

Publication Year 2003
ISBN-13

ISBN 9783540422884

ISBN-10 3540422889
Binding

Hardback

Edition 2nd ed. 2008
Number of Pages 548 Pages
Subject

Mathematical modelling

This book contains a comprehensive account of pricing models of financial derivatives. It covers risk neutral valuation theory, martingale measure, and tools in stochastic calculus required for the understanding of option pricing theory.
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