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

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

This book puts numerical methods in action for the purpose of solving practical problems in quantitative finance. The first part develops a toolkit in numerical

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

This book addresses selected practical applications and recent developments in the areas of quantitative financial modeling in derivatives instruments, some of