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|Author:||P. J Hunt, J. E Kennedy||Language:||English|
|Publication Year:||2004||Title:||Financial Derivatives in Theory and Practice|
|The term Financial Derivative is a very broad term which has come to mean any financial transaction whose value depends on the underlying value of the asset concerned. Sophisticated statistical modelling of derivatives enables practitioners in the banking industry to reduce financial risk and ultimately increase profits made from these transactions. The book originally published in March 2000 to widespread acclaim. This revised edition has been updated with mir corrections and new references, and w includes a chapter of exercises and solutions, enabling use as a course text. It features a comprehensive introduction to the theory and practice of financial derivatives. It discusses and elaborates on the theory of interest rate derivatives, an area of increasing interest.It is divided into two self-contained parts the first concentrating on the theory of stochastic calculus, and the second describes in detail the pricing of a number of different derivatives in practice. It is written by well respected academics with experience in the banking industry. It is a valuable text for practitioners in research departments of all banking and finance sectors. It is suitable for academic researchers and graduate students working in mathematical finance.|
|Publisher||John Wiley and Sons Ltd|
|eBay Product ID (ePID)||95783291|
|Product Key Features|
|Additional Product Features|
|Author(s)||P.J. Hunt, Joanne Kennedy|
|Place of Publication||Chichester|
|Series Title||Wiley Series in Probability and Statistics|
|Edition Statement||2nd Revised Edition|
|Country of Publication||United Kingdom|
|Imprint||John Wiley & Sons Ltd|
|Date of Publication||26/05/2004|
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