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Pricing Derivative Securities. デリバティブ証券の価格設定
・ISBN 978-981-02-4298-5 hard US$ 256.00
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電子版あり 大学・学術機関向け電子ブック（eBook）ISBN 978-981-279-291-4
| 著者・編者 | Epps, Thomas W., |
|---|---|
| 出版社 | (World Scientific, SI) |
| 出版年月 | 2000 |
| ページ数 | 712 pp. |
| 言語 | ENG |
| ニュース番号 | ＜469-333＞ |
解説
Latest Edition: Pricing Derivative Securities (2nd Edition)The development of successful techniques for valuing derivative assets is among the most influential achievements of economic science. Pricing Derivative Securities presents the theory of financial derivatives in a way that emphasizes both its mathematical foundations and its practical implementation. The book's organization reveals its three distinctive features. Part I surveys the necessary tools of analysis, probability theory, and stochastic calculus, thus making the book self-contained. The chapters in Part II, Pricing Theory, are organized around the dynamics of the price processes of underlying assets, progressing from simple models to those that require considerable mathematical sophistication. The last part of the book is devoted to the empirical implementation of the pricing formulas developed in Part II, offering a detailed survey of numerical methods and providing a collection of programs in FORTRAN and C++.Errata(s)Preface, Page viChapter 13, Page 534"www.worldscientific.com/books/4415.zip" The above links should be replaced with"www.worldscientific.com/doi/suppl/10.1142/4415/suppl_file/4415_software_free.zip"Errata