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Mathematics of Derivative Securities on Hardback
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Mathematics of Derivative Securities

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Description

During 1995 the Isaac Newton Institute for the Mathematical Sciences at Cambridge University hosted a six month research program on financial mathematics. During this period more than 300 scholars and financial practitioners attended to conduct research and to attend more than 150 research seminars. Many of the presented papers were on the subject of financial derivatives. The very best were selected to appear in this volume. They range from abstract financial theory to practical issues pertaining to the pricing and hedging of interest rate derivatives and exotic options in the market place. Hence this book will be of interest to both academic scholars and financial engineers.
Release date Australia
October 13th, 1997
Audience
  • Professional & Vocational
Contributors
  • Edited by Michael A. H. Dempster
  • Edited by Stanley R. Pliska
Illustrations
40 Tables, unspecified; 60 Line drawings, unspecified
Pages
600
Dimensions
159x236x43
ISBN-13
9780521584241
Product ID
27152348

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