This book gives a comprehensive introduction to the modeling of financial derivatives, covering all major asset classes (equities, commodities, interest rates a

CD plus book for financial modelling, requires Mathematica 3 or 2.2; runs on most platforms.

This second edition, now featuring new material, focuses on the valuation principles that are common to most derivative securities. A wide range of financial de

Written in plain English and based on successful client engagements, Data Modeling of Financial Derivatives: A Conceptual Approach introduces new and veteran da

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 des