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Financial Derivatives in Theory and Practice, Revised Edition

Philip Hunt, Joanne Kennedy
ISBN: 978-0-470-86359-6
Paperback
448 pages
May 2004, ©2004
List Price: US $70.00
Government Price: US $58.84
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Financial Derivatives in Theory and Practice, Revised Edition (0470863595) cover image
Other Available Formats: E-book, Hardcover

  • 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.

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