Verkauf durch Sack Fachmedien

Zweig

Martingale Pricing

A Concise Introduction to Financial Derivative Valuation

Medium: Buch
ISBN: 978-1-041-36821-2
Verlag: Taylor & Francis Ltd
Erscheinungstermin: 04.12.2026
vorbestellbar, Erscheinungstermin ca. Dezember 2026

Martingale Pricing: A Concise Introduction to Financial Derivative Valuation is about pricing financial assets, specifically derivatives. The book is written as a concise, accessible alternative to denser, more comprehensive texts that may skip over some details and assume greater prior knowledge. The book is written for readers with at least undergraduate level mathematics background and an interest in finance. It would be ideal as a desk book for a recently qualified practicing quant, or as a supplement to a postgraduate course on Asset Pricing or Derivatives.

Features

- Extra detail that handholds the reader through proofs

- Practical perspectives accompanying academic concepts

- Historical context explaining how we arrived at modern treatment


Produkteigenschaften


  • Artikelnummer: 9781041368212
  • Medium: Buch
  • ISBN: 978-1-041-36821-2
  • Verlag: Taylor & Francis Ltd
  • Erscheinungstermin: 04.12.2026
  • Sprache(n): Englisch
  • Auflage: 1. Auflage 2026
  • Serie: Chapman and Hall/CRC Financial Mathematics Series
  • Produktform: Kartoniert
  • Seiten: 1008
  • Format (B x H): 156 x 234 mm
  • Ausgabetyp: Kein, Unbekannt
Autoren/Hrsg.

Autoren

Chapter 1. Introduction Chapter 2. Discrete Time Chapter 3. Continuous Time Chapter 4. Chapter 5.