Pricing Derivative Securities

By: T W Epps

Write A Review

Hardcover | 1 December 1999

At a Glance

Hardcover
712 Pages

Dimensions(cm)
21.59 x 16.51 x 3.81

New Edition

Published: 13th June 2007

Hardcover

RRP $460.99

$322.75

30%OFF

or 4 interest-free payments of $80.69 with

Ships in 15 to 25 business days

The development of successful techniques for valuing derivative assets is among the most influential achievements of economic science. Pricing Derivative Securities presents the theory of financial derivatives in a way that emphasizes both its mathematical foundations and its practical implementation. The book's organization reveals its three distinctive features. Part I surveys the necessary tools of analysis, probability theory, and stochastic calculus, thus making the book self-contained. The chapters in Part II, Pricing Theory, are organized around the dynamics of the price processes of underlying assets, progressing from simple models to those that require considerable mathematical sophistication. The last part of the book is devoted to the empirical implementation of the pricing formulas developed in Part II, offering a detailed survey of numerical methods and providing a collection of programs in FORTRAN and C++.

Shipping

	Standard Shipping	Express Shipping
Metro postcodes:	$9.99	$14.95
Regional postcodes:	$9.99	$14.95
Rural postcodes:	$9.99	$14.95

How to return your order

At Booktopia, we offer hassle-free returns in accordance with our returns policy. If you wish to return an item, please get in touch with Booktopia Customer Care.

Additional postage charges may be applicable.

Defective items

If there is a problem with any of the items received for your order then the Booktopia Customer Care team is ready to assist you.

For more info please visit our Help Centre.

You Can Find This Book In

Non-Fiction Accounting & Finance Finance Investment & Securities Shares & Stocks Economics Economic Forecasting Computing & I.T.Computer Science Mathematics Applied Mathematics Self-Help, Personal Development & Practical Advice

Personal Finance Booktopia Publisher Services World Scientific Publishing Business & Management Business Mathematics & Systems Banking

Preface
Preliminaries
Introduction and Overview	p. 1
Mathematical Preparation	p. 21
Tools for Continuous-Time Models	p. 93
Pricing Theory
Dynamics-Free Pricing	p. 141
Pricing Under Bernoulli Dynamics	p. 177
Black-Scholes Dynamics	p. 257
American Options and 'Exotics'	p. 299
Models with Uncertain Volatility	p. 377
Discontinuous Processes	p. 411
Interest-Rate Dynamics	p. 455
Computational Methods
Simulation	p. 483
Solving P.D.E.s Numerically	p. 513
Programs	p. 533
Bibliography	p. 661
Index	p. 676
Table of Contents provided by Blackwell. All Rights Reserved.

Pricing Derivative Securities

At a Glance

New Edition

Hardcover

Shipping

How to return your order

Defective items

You Can Find This Book In

More in Finance

Power in Numbers

Australian Women in Economics

The Little Book of Common Sense Investing

The Only Way to Guarantee Your Fair Share of Stock Market Returns

She's on the Money

Take Charge of Your Financial Future

Questions Every Seller Must Ask

How to Avoid Costly Mistakes and Sell Your Home for More

A History of Central Banking and the Enslavement of Mankind

The Trading Game

A Confession

The Art of Spending Money

Simple Choices for a Richer Life

Toilets of the World

100 Strange and Spectacular Thrones, Commodes, Loos, and Latrines

The Intelligent Investor Third Edition

Technofeudalism

What Killed Capitalism

Poor Charlie's Almanack

The Essential Wit and Wisdom of Charles T. Munger

The Richest Man in Babylon

Invest Your Way

How to Grow Your Wealth on Your Terms

The Quick-Start Guide to Investing

Learn How to Invest Simpler, Smarter and Sooner, WINNER of ABBA BOOK OF THE YEAR and PERSONAL FINANCE & INVESTING

How To Grow a Multi-Million Dollar Property Portfolio In Your Spare Time

Fully Updated. How to Profit from Property even as the Rules Keep Changing

The Great Divide

Australia's Housing Mess and How to Fix It

Investing with She's on the Money

Build your future wealth: from the creator of the #1 finance podcast

1929

The Inside Story of The Greatest Crash in Wall Street History

Financial Psychedelia and the Commons

In Common

The Humanoid Economy

What Physical AI Means for Investment, Industry, and the Future of Work

Fooled By Randomness

The Hidden Role of Chance in Life and in the Markets

One Up On Wall Street

How To Use What You Already Know To Make Money In The Market

Measure What Matters

The Simple Idea that Drives 10x Growth

To Protect Their Interests

The Invention and Exploitation of Corporate Bankruptcy

This product is categorised by