دانلود کتاب Quantitative Modeling of Derivative Securities: From Theory to Practice

Name: Quantitative Modeling of Derivative Securities: From Theory to Practice
Availability: InStock
Author: Marco Avellaneda
ISBN: 1584880317,9781584880318

by Marco Avellaneda, Peter Laurence

عنوان فارسی: مدلسازی کمی از اوراق بهادار مشتقه: از نظریه تا عمل
ناشر: Chapman and Hall/CRC
سال: 1999
ویرایش: 1
زبان: انگلیسی
تعداد صفحه (نسخه چاپی - نسخه الکترونیکی): 336-335
شابک: 1584880317,9781584880318
نوع فایل: PDF دانلود نرم افزار مطالعه
حجم: 114.47 مگابایت

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جزییات کتاب

Quantitative Modeling of Derivative Securities demonstrates how to take the basic ideas of arbitrage theory and apply them - in a very concrete way - to the design and analysis of financial products. Based primarily (but not exclusively) on the analysis of derivatives, the book emphasizes relative-value and hedging ideas applied to different financial instruments. Using a "financial engineering approach," the theory is developed progressively, focusing on specific aspects of pricing and hedging and with problems that the technical analyst or trader has to consider in practice. More than just an introductory text, the reader who has mastered the contents of this one book will have breached the gap separating the novice from the technical and research literature.