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Quantitative Modeling of Derivative Securities: From Theory to Practice
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Quantitative Modeling of Derivative Securities: From Theory to Practice Hardcover - 1999

by Marco Avellaneda; Peter Laurence


From the publisher

Quantitative Modeling of Derivative Securities demonstrates how to take the basic ideas of arbitrage theory and apply them - in a very concrete way - to the design and analysis of financial products. Based primarily (but not exclusively) on the analysis of derivatives, the book emphasizes relative-value and hedging ideas applied to different financial instruments. Using a "financial engineering approach," the theory is developed progressively, focusing on specific aspects of pricing and hedging and with problems that the technical analyst or trader has to consider in practice. More than just an introductory text, the reader who has mastered the contents of this one book will have breached the gap separating the novice from the technical and research literature.

First line

This chapter describes the basic principles of derivative security valuation.

Details

  • Title Quantitative Modeling of Derivative Securities: From Theory to Practice
  • Author Marco Avellaneda; Peter Laurence
  • Binding Hardcover
  • Pages 336
  • Volumes 1
  • Language ENG
  • Publisher CRC Press
  • Date September 17, 1999
  • ISBN 9781584880318 / 1584880317
  • Weight 1.72 lbs (0.78 kg)
  • Dimensions 9.69 x 6.88 x 0.95 in (24.61 x 17.48 x 2.41 cm)
  • Library of Congress subjects Derivative securities, Options (Finance)
  • Library of Congress Catalog Number 99047242
  • Dewey Decimal Code 332.632

About the author

Marco Avellaneda, Peter Laurence

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Quantitative Modeling of Derivative Securities: From Theory To Practice
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Quantitative Modeling of Derivative Securities: From Theory To Practice

by Avellaneda, Marco, Laurence, Peter

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Quantitative Modeling of Derivative Securities: From Theory To Practice
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Quantitative Modeling of Derivative Securities: From Theory To Practice

by Avellaneda, Marco; Laurence, Peter

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9781584880318 / 1584880317
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Quantitative Modeling of Derivative Securities: From Theory To Practice
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Quantitative Modeling of Derivative Securities: From Theory To Practice

by Laurence, Peter

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Chapman and Hall/CRC. hardcover. Very Good. 7x1x10. Looks unread but has ownership ink to title page and touch of foxing to edges.A34 Please email for photos.
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Quantitative Modeling of Derivative Securities: From Theory To Practice
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Quantitative Modeling of Derivative Securities: From Theory To Practice

by Marco Avellaneda

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Hardcover
ISBN 10 / ISBN 13
9781584880318 / 1584880317
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Hardback. New. Based primarily on the analysis of derivatives, this work emphasizes relative-value and hedging ideas applied to different financial instruments. It demonstrates how to take the basic ideas of arbitrage theory and apply them to the design and analysis of financial products.
Item Price
£135.61
£9.95 shipping to USA
Quantitative Modeling of Derivative Securities: From Theory To Practice
Stock Photo: Cover May Be Different

Quantitative Modeling of Derivative Securities: From Theory To Practice

by Avellaneda, Marco (Author)/ Laurence, Peter (Author)

  • New
  • Hardcover
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New
Binding
Hardcover
ISBN 10 / ISBN 13
9781584880318 / 1584880317
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Chapman & Hall, 1999. Hardcover. New. 1st edition. 336 pages. 10.25x7.50x1.00 inches.
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