Options, Futures and Exotic Derivative Assets by Mondher Bellalah, Francois de Varenne, Eric Briys, Mai Hou Minh (Paperback, 1998)
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- DescriptionOver the past two decades, the mathematically complex models of finance theory have had a direct and wide--ranging influence on finance practice. Nowhere is this conjoining of intrinsic intellectual interest with extrinsic application better exemplified than in derivative--security pricing. The backgrounds of the authors of Options, Futures and Exotic Derivatives fit perfectly this pattern of combining theory and practice and so does their book. The range and depth of subject matter show excellent taste for what is essential to kw the field and what is relevant and important to its application in the financial world. In addition to its fine subject--defining, the book delivers on subject--content, with rigorous derivations presented in a clear, direct voice for the serious student, whether academic or practitioner. To the reader: Bon Appetit! Robert C. Merton, Harvard Business School Long--Term Capital Management, L.P. One of the merits of this book is that it is self--contained. It is both a textbook and a reference book. It covers the basics of the theory, as well as the techniques for valuation of many of the more exotic derivatives. It contains a detailed kwledge of the field. What is more, however, it is written with a deep understanding of the ecomics of finance. From the Foreword by Oldrich Alfons Vasicek The authors have done an admirable job at distilling what is relevant in option research in one single volume. I wish Ia d had the chance to read it before writing my own book. Nassim Taleb, veteran option arbitrageur and bestselling author of Dynamic Hedging: Managing Vanilla and Exotic Options This is a delightful promenade in derivatives land. The book is encyclopaedic yet crisp and inspired. It is the story -- told in equations -- of the charms and spells of options and their underlying mathematics. Jamil Baz, Head of Financial Strategies, Lehman Brothers Europe Building steadily from the basic mathematical tools to the very latest techniques in exotic options, Options, Futures and Exotic Derivatives covers all aspects of the most invative and rapidly developing area of international financial markets -- the world of over--the--counter and tailor--made derivative asset pricing. Written by a globally rewned team of authors this book offers comprehensive coverage of exotic derivative assets and aeo Deals with numerous new forms of exotic options and option pricing aeo Provides detailed explanations of different models and numerical methods aeo Offers a deep understanding of the ecomics of finance With questions and review sections throughout, Options, Futures and Exotic Derivatives provides a thorough introduction to a crucial and expanding area in the world of finance for both finance students and practitioners.
- Author(s)Eric Briys,Francois de Varenne,Mai Hou Minh,Mondher Bellalah
- PublisherJohn Wiley and Sons Ltd
- Date of Publication30/03/1998
- SubjectFinance & Accounting
- Series TitleFrontiers in Finance Series
- Place of PublicationChichester
- Country of PublicationUnited Kingdom
- ImprintJohn Wiley & Sons Ltd
- Content Noteillustrations
- Weight836 g
- Width174 mm
- Height244 mm
- Spine27 mm
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