Derivative Pricing - Couverture souple

Lo, Ambrose

Couverture souple

ISBN 10 : 0367734214 ISBN 13 : 9780367734213

Editeur : Routledge, 2020

Synopsis

This textbook adopts a mathematically rigorous, widely accessible pedagogical approach, providing a formal treatment of derivative pricing methodologies and theory. The abundance of examples and problems makes it suitable for advanced undergraduates, beginning graduates as well as professionals.

A propos du livre

À propos de l?auteur

Ambrose Lo is currently Assistant Professor of Actuarial Science at the Department of Statistics and Actuarial Science at the University of Iowa. He received his Ph.D. in Actuarial Science from the University of Hong Kong in 2014, with dependence structures, risk measures, and optimal reinsurance being his research interests. He is a Fellow of the Society of Actuaries (FSA) and a Chartered Enterprise Risk Analyst (CERA). His research papers have been published in top-tier actuarial journals, such as ASTIN Bulletin: The Journal of the International Actuarial Association, Insurance: Mathematics and Economics, and Scandinavian Actuarial Journal.

Détails de l'édition

• Éditeur: Routledge
• Date d'édition: 2020
• Langue: anglais
• ISBN 10: 0367734214
• ISBN 13: 9780367734213
• Reliure: Broché
• Nombre de pages: 450
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible