Financial Derivatives: Pricing, Applications, and Mathematics

by Jamil Baz, George Chacko, George K. Chacko

Book Overview

Combining their corporate and academic experiences, Jamil Baz and George Chacko offer financial analysts a complete, succinct account of the principles of financial derivatives pricing. Readers with a basic knowledge of finance, calculus, probability and statistics will learn about the most powerful tools in applied finance: equity derivatives, interest rate markets, and the mathematics of pricing. Baz and Chacko apply concepts such as volatility...

• Format: Paperback
• Language: English
• ISBN: 0521066794
• ISBN13: 9780521066792
• Release Date: December 2008
• Publisher: Cambridge University Press
• Length: 352 Pages
• Weight: 1.10 lbs.
• Dimensions: 0.9" x 5.9" x 8.9"