Wiley.com
Print this page Share

Financial Derivatives in Theory and Practice, Revised Edition

ISBN: 978-0-470-86358-9
Hardcover
472 pages
July 2004
List Price: US $215.25
Government Price: US $148.44
Enter Quantity:   Buy
Financial Derivatives in Theory and Practice, Revised Edition (0470863587) cover image
This is a Print-on-Demand title. It will be printed specifically to fill your order. Please allow an additional 10-15 days delivery time. The book is not returnable.
Other Available Formats: Paperback

The term Financial Derivative is a very broad term which has come to mean any financial transaction whose value depends on the underlying value of the asset concerned. Sophisticated statistical modelling of derivatives enables practitioners in the banking industry to reduce financial risk and ultimately increase profits made from these transactions.

The book originally published in March 2000 to widespread acclaim. This revised edition has been updated with minor corrections and new references, and now includes a chapter of exercises and solutions, enabling use as a course text.

  • Comprehensive introduction to the theory and practice of financial derivatives.
  • Discusses and elaborates on the theory of interest rate derivatives, an area of increasing interest.
  • Divided into two self-contained parts ? the first concentrating on the theory of stochastic calculus, and the second describes in detail the pricing of a number of different derivatives in practice.
  • Written by well respected academics with experience in the banking industry.

A valuable text for practitioners in research departments of all banking and finance sectors. Academic researchers and graduate students working in mathematical finance.

Related Titles

More From This Series

by Samuel Kotz, Narayanaswamy Balakrishnan, Norman L. Johnson
by Thomas R. Fleming, David P. Harrington
by Bovas Abraham, Johannes Ledolter
by Paul P. Biemer (Editor), Robert M. Groves (Editor), Lars E. Lyberg (Editor), Nancy A. Mathiowetz (Editor), Seymour Sudman (Editor)

Engineering Statistics

by Andrea Saltelli, Stefano Tarantola, Francesca Campolongo, Marco Ratto
by Douglas C. Montgomery, George C. Runger, Norma F. Hubele
by Etienne de Rocquigny (Editor), Nicolas Devictor (Editor), Stefano Tarantola (Editor)
by Gerald J. Hahn, Samuel S. Shapiro
Back to Top