Financial Derivatives: Pricing, Applications, and Mathematics

Financial Derivatives: Pricing, Applications, and Mathematics
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Financial Derivatives: Pricing, Applications, and Mathematics Description

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Combining her company experience and academic Jamil Baz and George Chacko monetary analysts give a complete, concise account of the principles of pricing monetary derivatives. Readers with a fundamental understanding of economics, calculus, probability and statistics will discover about the most potent tools of applied economics: equity derivatives, fixed income marketplace, and the mathematics of pricing . Baz and Chacko apply concepts such as volatility and time, and costs of generic drugs in the evaluation of conventional and much more specialized circumstances. Other topics consist of: * Marketplace interest rates, government bonds and corporate swaps, caps, and swaptions factor models * and term structure models that is consistent, * allocation decisions mathematical meaning return processes and jump processes * Stochastic calculus and related tools such as Kilmogorov equations, martingales strategies, control and stocastic PDEs Created for analysts and graduate students Financial Derivatives: Pricing, Applications, and Mathematics

\n\nMonetary Derivatives: Pricing, Applications, and Mathematics Ebook

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