Derivative Pricing: A Problem-based Primer
Lo, Ambrose
Vendu par Revaluation Books, Exeter, Royaume-Uni
Vendeur AbeBooks depuis 6 janvier 2003
Neuf(s) - Couverture souple
Etat : Brand New
Quantité disponible : 1 disponible(s)
Ajouter au panierVendu par Revaluation Books, Exeter, Royaume-Uni
Vendeur AbeBooks depuis 6 janvier 2003
Etat : Brand New
Quantité disponible : 1 disponible(s)
Ajouter au panier450 pages. 10.00x7.01x1.14 inches. In Stock. This item is printed on demand.
N° de réf. du vendeur __0367734214
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.
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.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
Visitez la page d’accueil du vendeur
Legal entity name: Edward Bowditch Ltd
Legal entity form: Limited company
Business correspondence address: Exstowe, Exton, Exeter, EX3 0PP
Company registration number: 04916632
VAT registration: GB834241546
Authorised representative: Mr. E. Bowditch
Orders usually dispatched within two working days.