Financial Derivatives in Theory Rev - Couverture souple

Hunt, Philip

Couverture souple

ISBN 10 : 0470863595 ISBN 13 : 9780470863596

Editeur : John Wiley & Sons, 2004

Synopsis

The term Financial Derivative is a very broad term which has come to mean any financial transaction whose value depends on the underlying value of the asset concerned. Sophisticated statistical modelling of derivatives enables practitioners in the banking industry to reduce financial risk and ultimately increase profits made from these transactions.

The book originally published in March 2000 to widespread acclaim. This revised edition has been updated with minor corrections and new references, and now includes a chapter of exercises and solutions, enabling use as a course text.

• 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.

A valuable text for practitioners in research departments of all banking and finance sectors. Academic researchers and graduate students working in mathematical finance.

A propos du livre

À propos de l?auteur

Philip Hunt is the author of Financial Derivatives in Theory and Practice, Revised Edition, published by Wiley.

Joanne Kennedy is the author of Financial Derivatives in Theory and Practice, Revised Edition, published by Wiley.

Détails de l'édition

• Éditeur: John Wiley & Sons
• Date d'édition: 2004
• ISBN 10: 0470863595
• ISBN 13: 9780470863596
• Reliure: Broché
• Langue: anglais
• Nombre de pages: 468