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商品詳細
Advanced Derivatives Pricing and Risk Management : Theory, Tools, and Hands-On Programming Applications. 上級デリバティブ価格設定とリスク管理
・ISBN 978-0-12-047682-4 hard with CD-ROM
お気に入り
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| 著者・編者 | Albanese, Claudio / Campolieti, G., |
|---|---|
| シリーズ | Academic Press Advanced Finance Series |
| 出版社 | (Elsevier Academic Pr., US) |
| 出版年月 | 2006 |
| ページ数 | 420 pp. |
| 言語 | ENG |
| ニュース番号 | ＜513-543＞ |
解説
Advanced Derivatives Pricing and Risk Management covers the most important and cutting-edge topics in financial derivatives pricing and risk management, striking a fine balance between theory and practice. The book contains a wide spectrum of problems, worked-out solutions, detailed methodologies, and applied mathematical techniques for which anyone planning to make a serious career in quantitative finance must master. In fact, core portions of the book's material originated and evolved after years of classroom lectures and computer laboratory courses taught in a world-renowned professional Master's program in mathematical finance. The book is designed for students in finance programs, particularly financial engineering.