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Mathematical Models of Financial Derivatives

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Mathematical Models of Financial Derivatives - Kwok, Yue-Kuen
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This book contains a comprehensive account of pricing models of financial derivatives. It covers risk neutral valuation theory, martingale measure, and tools in stochastic calculus required for the understanding of option pricing theory.

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Mathematical Models of Financial Derivatives 2014, Springer, Berlin, Heidelberg

ISBN-13: 9783642447938

2nd 2008 edition

Trade paperback

Mathematical Models of Financial Derivatives 2008, Springer, Berlin, Heidelberg

ISBN-13: 9783540422884

2nd edition

Hardcover

Mathematical Models of Financial Derivatives 1999, Springer, Singapore

ISBN-13: 9789813083257

Hardcover