Financial Derivatives in Theory and Practice, Revised EditionISBN: 978-0-470-86359-6
Paperback
448 pages
July 2004
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: Hardcover
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- 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.
- Now includes a new chapter of exercises and solutions, enabling use for self-study or as a course text.
- Text has been updated with new references and many
corrections.