| 000 -LEADER |
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| fixed length control field |
a |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
230420b xxu||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9781138033351 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
332.6457 |
| Item number |
LOA |
| 100 ## - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Lo, Ambrose |
| 245 ## - TITLE STATEMENT |
|---|
| Title |
Derivative pricing : a problem-based primer |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Name of publisher, distributor, etc |
CRC Press, |
| Place of publication, distribution, etc |
Boca Raton : |
| Date of publication, distribution, etc |
2018 |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xviii, 432 p. ; |
| Other physical details |
ill., |
| Dimensions |
27 cm |
| 365 ## - TRADE PRICE |
|---|
| Price amount |
79.99 |
| Price type code |
GBP |
| Unit of pricing |
104.20 |
| 490 ## - SERIES STATEMENT |
|---|
| Series statement |
Chapman & Hall/CRC financial mathematics series |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
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| Bibliography, etc |
Includes bibliographical references and index.
|
| 520 ## - SUMMARY, ETC. |
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| 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. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Business mathematics |
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| Topical term or geographic name as entry element |
Commercial statistics |
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| Topical term or geographic name as entry element |
Economics Statistical methods |
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| Topical term or geographic name as entry element |
Finance |
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| Topical term or geographic name as entry element |
Commercial statistics |
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| Topical term or geographic name as entry element |
Derivative securities, Prices |
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| Topical term or geographic name as entry element |
Mathematical models |
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| Topical term or geographic name as entry element |
Black scholes equation |
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| Topical term or geographic name as entry element |
Compounded risk free interest |
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| Topical term or geographic name as entry element |
Derivatives |
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| Topical term or geographic name as entry element |
Exchange options |
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| Topical term or geographic name as entry element |
Forwards prices |
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| Topical term or geographic name as entry element |
Garman kohlhagen formula |
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| Topical term or geographic name as entry element |
Market frictions |
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| Topical term or geographic name as entry element |
No arbitrage principle |
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| Topical term or geographic name as entry element |
Put options |
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| Topical term or geographic name as entry element |
Risk neutral |
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| Topical term or geographic name as entry element |
Synthetic forwards |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
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| Source of classification or shelving scheme |
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| Item type |
Books |