Advanced Derivatives Pricing and Risk Management: Theory, Tools, and Hands-On Programming Applications (Academic Press Advanced Finance)

By Claudio Albanese and Giuseppe Campolieti

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's material originated and evolved after years of classroom lectures and computer laboratory courses taught in a world-renowned professional Master's program in mathematical finance. The book is designed for students in finance programs, particularly financial engineering.

• Format: Hardcover
• Language: English
• ISBN: 0120476827
• ISBN13: 9780120476824
• Release Date: September 2005
• Publisher: Academic Press
• Length: 426 Pages
• Weight: 2.45 lbs.
• Dimensions: 10.0" x 1.3" x 7.3"