Pricing and hedging financial derivatives a guide for practitioners leonardo marroni 50 out of 5 stars 1 hardcover 6210 next customers who bought this item also bought page 1 of 1 start over page 1 of 1 this shopping feature will continue to load items in order to navigate out of this carousel please use your heading shortcut key . He is the author of pricing and hedging of derivative securities published by oxford university press lars tyge nielsen has a phd in economics from harvard and masters degrees in mathematics and economics from the university of copenhagen selected publications dividends in the theory of derivative securities pricing. Interplay between the markets for derivative securities and their respective underlying assets in the presence of market imperfections the classic theory of derivative pricing and hedging hinges on three rather unrealistic assumptions regarding the market for the underlying asset markets are assumed to be perfectly elastic complete. The book is an introduction to the theory of pricing and hedging of derivative securities in continuous time for graduate and advanced undergraduate students and for researchers in both academia and the financial industry. The theory of pricing and hedging of derivative securities is mathematically sophisticated this book is an introduction to the use of advanced probability theory in financial economics presenting the necessary mathematics in a precise and rigorous manner
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