menu
{ "item_title" : "Quantitative Modeling of Derivative Securities", "item_author" : [" Marco Avellaneda", "Peter Laurence "], "item_description" : "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.", "item_img_path" : "https://covers3.booksamillion.com/covers/bam/0/36/757/914/0367579146_b.jpg", "price_data" : { "retail_price" : "70.99", "online_price" : "70.99", "our_price" : "70.99", "club_price" : "70.99", "savings_pct" : "0", "savings_amt" : "0.00", "club_savings_pct" : "0", "club_savings_amt" : "0.00", "discount_pct" : "10", "store_price" : "" } }
Quantitative Modeling of Derivative Securities|Marco Avellaneda

Quantitative Modeling of Derivative Securities : From Theory to Practice

local_shippingShip to Me
On Order. Usually ships in 2-4 weeks
FREE Shipping for Club Members help

Overview

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.

This item is Non-Returnable

Details

  • ISBN-13: 9780367579142
  • ISBN-10: 0367579146
  • Publisher: CRC Press
  • Publish Date: June 2020
  • Dimensions: 9.6 x 6.9 x 0.9 inches
  • Shipping Weight: 1.23 pounds
  • Page Count: 322

Related Categories

You May Also Like...

    1

BAM Customer Reviews