Author: Claus Munk
Publisher: Oxford University Press, USA
ISBN: 0199585490
Category : Business & Economics
Languages : en
Pages : 598
Book Description
The book presents models for the pricing of financial assets such as stocks, bonds, and options. The models are formulated and analyzed using concepts and techniques from mathematics and probability theory. It presents important classic models and some recent 'state-of-the-art' models that outperform the classics.