Pricing Derivatives (McGraw-Hill Library of Investment and Finance)

Pricing Derivatives (McGraw-Hill Library of Investment and Finance)

Editorial Reviews
--Dr. Claas Becker, Director, Loan Exposure Management Group, Deutsche Bank
"The author presents the material in an intuitive way, without sacrificing mathematical rigor. An ideal introductory text on mathematical finance."

Book Description
Irwin Library of Investment and FinancePricing Derivatives provides investors with a clear understandingof derivative pricing models by first focusing on the underlyingmathematics and financial concepts upon which themodels were originally built. Trading consultant ProfessorAmbar Sengupta uses short, to-the-point chapters to examinethe relation between price and probability as well as pricingstructures of all major derivative instruments. Other topicscovered include foundations of stochastic models of pricing,along with methods for establishing optimal prices in terms ofthe max-min principles that underlie game theory.

Pricing Derivatives (McGraw-Hill Library of Investment and Finance)

Pricing Derivatives (McGraw-Hill Library of Investment and Finance),Ambar Sengupta,McGraw-Hill,0071445889,Business & Economics,Business / Economics / Finance,Business/Economics,Derivative securities,Economics - General,Finance,Investments & Securities - General,Mathematical Economics,Mathematics,Prices,Probability & Statistics - General,Securities,Business & Economics / Investments & Securities,Investment & securities

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