Derivative Pricing: A Problem-Based Primer (Chapman and Hall/CRC Financial Mathematics Series) - Tapa blanda

Lo, Ambrose

 
9780367734213: Derivative Pricing: A Problem-Based Primer (Chapman and Hall/CRC Financial Mathematics Series)

Sinopsis

This textbook adopts a mathematically rigorous, widely accessible pedagogical approach, providing a formal treatment of derivative pricing methodologies and theory. The abundance of examples and problems makes it suitable for advanced undergraduates, beginning graduates as well as professionals.

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Acerca del autor

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.

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9781138033351: Derivative Pricing: A Problem-Based Primer (Chapman and Hall/CRC Financial Mathematics Series)

Edición Destacada

ISBN 10:  1138033359 ISBN 13:  9781138033351
Editorial: Chapman and Hall/CRC, 2018
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