Derivative Securities
Author | : Robert A. Jarrow |
Publisher | : South Western Educational Publishing |
Total Pages | : 738 |
Release | : 1996 |
ISBN-10 | : CORNELL:31924073208369 |
ISBN-13 | : |
Rating | : 4/5 (69 Downloads) |
Book excerpt: Accessible and intuitive, Derivative Securities offers advanced undergraduates, MBA students, and executives the theory and practical tools needed to price and hedge derivatives in the professional marketplace. Written by two of the foremost derivative pricing experts in the world, this text makes the theory and practice of pricing and hedging derivative securities accessible without watering down the material. Presentation is complete yet avoids advanced mathematics. Equal coverage is given to options pricing theory and futures pricing theory, and cutting-edge derivatives research is incorporated throughout. Derivatives pricing software is bound with each text.