Derivative pricing : (Record no. 70623)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 03975nam a2200457Ii 4500 |
| 001 - CONTROL NUMBER | |
| control field | 9781315301235 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 180727s2018 fluab ob 001 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9781315301235 |
| -- | (e-book : PDF) |
| 082 04 - CLASSIFICATION NUMBER | |
| Call Number | 332.64/57 |
| 100 1# - AUTHOR NAME | |
| Author | Lo, Ambrose, |
| 245 10 - TITLE STATEMENT | |
| Title | Derivative pricing : |
| Sub Title | a problem-based primer / |
| 250 ## - EDITION STATEMENT | |
| Edition statement | First edition. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | 1 online resource (450 pages) : |
| 490 1# - SERIES STATEMENT | |
| Series statement | Chapman and Hall/CRC financial mathematics series |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Remark 2 | chapter I I Conceptual Foundation on Derivatives -- chapter II II Pricing and Hedging of Derivatives -- chapter III III Epilogue. |
| 520 3# - SUMMARY, ETC. | |
| Summary, etc | The proliferation of financial derivatives over the past decades, options in particular, has underscored the increasing importance of derivative pricing literacy among students, researchers, and practitioners. Derivative Pricing: A Problem-Based Primer demystifies the essential derivative pricing theory by adopting a mathematically rigorous yet widely accessible pedagogical approach that will appeal to a wide variety of audience. Abandoning the traditional "black-box" approach or theorists' "pedantic" approach, this textbook provides readers with a solid understanding of the fundamental mechanism of derivative pricing methodologies and their underlying theory through a diversity of illustrative examples. The abundance of exercises and problems makes the book well-suited as a text for advanced undergraduates, beginning graduates as well as a reference for professionals and researchers who need a thorough understanding of not only "how," but also "why" derivative pricing works. It is especially ideal for students who need to prepare for the derivatives portion of the Society of Actuaries Investment and Financial Markets Exam.A solutions manual is available for qualified instructors.Ambrose Lo is currently Assistant Professor of Actuarial Science at the Department of Statistics and Actuarial Science at the University of Iowa. He received his Ph.D. in Actuarial Science from the University of Hong Kong in 2014, with dependence structures, risk measures, and optimal reinsurance being his research interests. He is a Fellow of the Society of Actuaries (FSA) and a Chartered Enterprise Risk Analyst (CERA) His research papers have been published in top-tier actuarial journals, such as ASTIN Bulletin: The Journal of the International Actuarial Association, Insurance: Mathematics and Economics, and Scandinavian Actuarial Journal.Emphasis on intuitions, mnemonics as well as common fallacies. FeaturesInterspersed with illustrative examples and end-of-chapter problems that aid a deep understanding of concepts in derivative pricing.Lucid explanations of the theory and assumptions behind various derivative pricing models.Mathematical derivations, while not eschewed, are made maximally accessible.The Author. |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| General subdivision | Statistical methods. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | https://www.taylorfrancis.com/books/9781315301235 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | eBooks |
| 264 #1 - | |
| -- | Boca Raton, FL : |
| -- | Chapman and Hall/CRC, an imprint of Taylor and Francis, |
| -- | 2018. |
| 336 ## - | |
| -- | text |
| -- | rdacontent |
| 337 ## - | |
| -- | computer |
| -- | rdamedia |
| 338 ## - | |
| -- | online resource |
| -- | rdacarrier |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Business mathematics. |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Commercial statistics. |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Economics |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Finance. |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Probabilities. |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Statistics. |
| 650 #7 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | BUSINESS & ECONOMICS / Finance. |
| 650 #7 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | MATHEMATICS / General. |
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