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Financial derivatives in theory and practice

Author: P J Hunt; J E Kennedy
Publisher: Southern Gate, Chichester, West Sussex, England ; Hoboken, NJ : John Wiley & Sons, ©2004.
Series: Wiley series in probability and statistics.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:
The term Financial Derivative is a very broad term which has come to mean any financial transaction whose value depends on the underlying value of the asset concerned. Sophisticated statistical modelling of derivatives enables practitioners in the banking industry to reduce financial risk and ultimately increase profits made from these transactions. The book originally published in March 2000 to widespread  Read more...
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Genre/Form: Electronic books
Additional Physical Format: Print version:
Hunt, P.J. (Philip James), 1964-
Financial derivatives in theory and practice.
Southern Gate, Chichester, West Sussex, England ; Hoboken, NJ : John Wiley & Sons, ©2004
(DLC) 2004049748
(OCoLC)55008440
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: P J Hunt; J E Kennedy
ISBN: 0470863609 9780470863602 0470863617 9780470863619
OCLC Number: 56750560
Description: 1 online resource (xx, 437 pages) : illustrations.
Contents: Financial Derivatives in Theory and Practice; Contents; Preface to revised edition; Preface; Acknowledgements; 1 Single-Period Option Pricing; 2 Brownian Motion; 3 Martingales; 4 Stochastic Integration; 5 Girsanov and Martingale Representation; 6 Stochastic Differential Equations; 7 Option Pricing in Continuous Time; 8 Dynamic Term Structure Models; 9 Modelling in Practice; 10 Basic Instruments and Terminology; 11 Pricing Standard Market Derivatives; 12 Futures Contracts; Orientation: Pricing Exotic European Derivatives; 13 Terminal Swap-Rate Models; 14 Convexity Corrections.
Series Title: Wiley series in probability and statistics.
Responsibility: P.J. Hunt, J.E. Kennedy.
More information:

Abstract:

The term Financial Derivative is a very broad term which has come to mean any financial transaction whose value depends on the underlying value of the asset concerned. Sophisticated statistical modelling of derivatives enables practitioners in the banking industry to reduce financial risk and ultimately increase profits made from these transactions. The book originally published in March 2000 to widespread acclaim.℗¡This℗¡revised edition has been updated with minor corrections and new references, and now includes a chapter of exercises and solutions, enabling use as a course text.

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