Pricing Derivative Securities: An Interactive, Dynamic Enviroment With Maple V and Matlab - Couverture rigide

Prisman, Eliezer Z.

Couverture rigide

ISBN 10 : 0125649150 ISBN 13 : 9780125649155

Editeur : Academic Press Inc, 2000

Synopsis

Pricing derivatives theory comes alive in this self-contained interactive experience in financial pricing. The no-arbitrage perspective in a one-period state-preference model drives the book, and the Maple® and Matlab® programs help readers visualize payoffs and respond to various constraints and conditions. With clear explanations and lavish illustrations, Pricing Derivative Securities: An Interactive, Dynamic Environment with Maple V and Matlab teaches the core theoretical concepts so often disguised behind difficult terms and institutional details.Readers can experiment with the electronic packages forever, using the book and its solutions manual as a tutorial that can help solve problems of increasing complexity.

A propos du livre

À propos de l'auteur

Eliezer Z. Prisman holds the Nigel Martin Chair in Finance and is the Director of the Financial Engineering collaborative diploma at the Schulich School of Business, York University, Toronto. He received a BA in Economics and Statistics from the Hebrew University of Jerusalem, and an M.Sc. and D.Sc. in Operations Research from the Technion Institute of Technology, Israel. Professor Prisman has held positions as Assistant Professor of Management Science at Georgia Institute of Technology, Assistant Professor of Finance at Arizona State University and Senior Lecturer in Economics at Bar Ilan University. His research area includes optimization and its use in Finance and Financial Engineering, arbitrage pricing in markets with taxes and transaction costs, financial innovation and the use of symbolic computation in financial engineering for commercial, mathematical and academic purposes. Professor Prisman has published numerous papers in journals such as The Journal of Economic Theory, Mathematical Programming, Journal of Financial and Quantitative Analysis, The Journal of Finance, Journal of Banking and Finance and Management Science.

Détails de l'édition

• Éditeur: Academic Press Inc
• Date d'édition: 2000
• Langue: anglais
• ISBN 10: 0125649150
• ISBN 13: 9780125649155
• Reliure: Relié
• Nombre de pages: 756
• Coordonnées du fabricant: non disponible
• Personne responsable: Barbara Criscuolo; b.criscuolo@lswr.it; ; Via Spadolini, 7; Milano; 20141; Italie