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Item Title:

The Mathematics of Derivatives Securities with Applications in MA-Used

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Item Condition: Used
Current Time:21 Jul 17 19:53:32
Time & Date displayed is forUnited States - EDT
Auction Closes:Learn more about Instant Buy

Quantity: (4 Available)
Price per item: £35.16 ($45.59)

Postage: £8.95 ($11.60)
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Item Specifics - Books ISBN : 9780470683699
Author : Mario Cerrato
35.16 16757078 The Mathematics of Derivatives Securities with Applications in MAT http://medium.snazal.com/?9780470683699 http://large.snazal.com/?9780470683699 Mario Cerrato 9780470683699 9780470683699 Media Books
Lot # 16757078
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Bookshop2000 (113|0)
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Item Location: Leicester
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Title: The Mathematics of Derivatives Securities with Applications in MAT

Author(s): Mario Cerrato
Publisher:
ISBN: 9780470683699
Sku Code: 9780470683699
Media > Books
The Mathematics of Derivatives Securities with Applications in MATLAB (The Wiley Finance Series)
Description:
The book is divided into two parts - the first part introduces probability theory, stochastic calculus and stochastic processes before moving on to the second part which instructs readers on how to apply the content learnt in part one to solve complex financial problems such as pricing and hedging exotic options, pricing American derivatives, pricing and hedging under stochastic volatility, and interest rate modelling. Each chapter provides a thorough discussion of the topics covered with practical examples in MATLAB so that readers will build up to an analysis of modern cutting edge research in finance, combining probabilistic models and cutting edge finance illustrated by MATLAB applications.Most books currently available on the subject require the reader to have some knowledge of the subject area and rarely consider computational applications such as MATLAB. This book stands apart from the rest as it covers complex analytical issues and complex financial instruments in a way that is accessible to those without a background in probability theory and finance, as well as providing detailed mathematical explanations with MATLAB code for a variety of topics and real world case examples.

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