Financial Derivatives : Pricing, Applications, and Mathematics
Author: Jamil Baz, George Chacko
List Price: $40.00
Our Price: Click to see the latest and low price
ISBN: 052181510X
Publisher: Cambridge University Press (12 January, 2004)
Sales Rank: 83,884
Average Customer Rating: 5 out of 5
Customer Reviews
Rating: 5 out of 5
A complete package for practice and theory
This book draws on the PhD course that Prof. Chacko teaches at Harvard Business School and the substantial real-world experience with derivatives of both authors to offer a solid package that is useful for both theory and practice. There are other books with clear and rigorous mathematics (e.g. Wilmott), variety of methodologies for pricing (e.g. Neftci) and guides to practical hedging (e.g. Taleb), but this one presents all three components and is therefore a must-have for any serious derivatives shop. Highly recommended. Similar Products
Credit Derivatives Pricing Models: Model, Pricing and Implementation
Monte Carlo Methods in Financial Engineering (Applications of Mathematics, 53)
Mathematical Techniques in Finance : Tools for Incomplete Markets
An Introduction to Credit Risk Modeling
The Concepts and Practice of Mathematical Finance
Book Index