Pricing and Hedging of Derivative Securities

Pricing and Hedging of Derivative Securities

Editorial Reviews
Book Description
The theory of pricing and hedging of derivative securities is mathematically sophisticated. This book is an introduction to the use of advanced probability theory in financial economics, presenting the necessary mathematics in a precise and rigorous manner. It enables the reader to understand
journal literature with confidence, to apply the methods to new problems or to do original research in the field.

Book Info
Provides an introduction to the theory of pricing and hedging of derivative securities in continuous time. Aimed at graduate and advanced undergraduate students and researchers in both academia and the financial industry.

Pricing and Hedging of Derivative Securities,Lars Tyge Nielsen,Oxford University Press, USA,0198776195,Accounting - General,Business & Economics,Business / Economics / Finance,Business/Economics,Derivative securities,Economics - Theory,Finance,Hedging (Finance),Investments & Securities - Options,Prices,Business & Economics / Finance,Econometrics,Economics | Theory,Investment & securities,Probability & statistics

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