Advanced Derivatives Pricing and Risk Management —— Theory, Tools, and Hands-On Programming Applications

----- 高级衍生定价和风险管理：理论、工具和传导设计应用

ISBN: 9780120476824 出版年：2005 页码：435 Albanese, Claudio Campolieti, Giuseppe Academic Press_RM

Advanced Derivatives Pricing and Risk Management covers the most important and cutting-edge topics in financial derivatives pricing and risk management, striking a fine balance between theory and practice. The book contains a wide spectrum of problems, worked-out solutions, detailed methodologies, and applied mathematical techniques for which anyone planning to make a serious career in quantitative finance must master. In fact, core portions of the book material originated and evolved after years of classroom lectures and computer laboratory courses taught in a world-renowned professional Master program in mathematical finance. The book is designed for students in finance programs, particularly financial engineering.*Includes easy-to-implement VB/VBA numerical software libraries*Proceeds from simple to complex in approaching pricing and risk management problems*Provides analytical methods to derive cutting-edge pricing formulas for equity derivatives