Mathematical Models of Financial Derivatives
Mathematical Models of Financial Derivatives is a textbook on the theory behind modeling derivatives using the financial engineering approach, focussing on the martingale pricing principles that are common to most derivative securities. A wide range of financial derivatives commonly traded in the eq...
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| Language: | English |
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Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2008.
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| Edition: | 2nd ed. 2008. |
| Series: | Springer Finance Textbooks
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| Online Access: | https://doi.org/10.1007/978-3-540-68688-0 |