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Derivative Pricing: A Problem-Based Primer

Derivative Pricing: A Problem-Based Primer

Paperback

Series: Chapman and Hall/CRC Financial Mathematics

Investing & FinanceProbability & Statistics

ISBN10: 0367734214
ISBN13: 9780367734213
Publisher: CRC Press
Published: Dec 18 2020
Pages: 450
Weight: 1.71
Height: 0.91 Width: 7.00 Depth: 10.00
Language: English

This textbook adopts a mathematically rigorous, widely accessible pedagogical approach, providing a formal treatment of derivative pricing methodologies and theory. The abundance of examples and problems makes it suitable for advanced undergraduates, beginning graduates as well as professionals.

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Lo, Ambrose

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Investing & Finance