Pricing derivatives / Ambar Sengupta.
Series: Mcgraw-hill library of investment and finance: Publisher: [S.l.] : McGraw-Hill, 2005Edition: 1st edDescription: 282 p. ; 24 cmISBN: 0071445889; 9780071445887DDC classification: 332.6457 Online resources: Amazon.com | Amazon customer reviews Summary: Irwin Library of Investment and Finance Pricing Derivatives provides investors with a clear understanding of derivative pricing models by first focusing on the underlying mathematics and financial concepts upon which the models were originally built. Trading consultant Professor Ambar Sengupta uses short, to-the-point chapters to examine the relation between price and probability as well as pricing structures of all major derivative instruments. Other topics covered include foundations of stochastic models of pricing, along with methods for establishing optimal prices in terms of the max-min principles that underlie game theory.| Item type | Current location | Home library | Call number | Status | Date due | Barcode | Item holds |
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Central Library (CL) | Central Library (CL) | 332.6457 SEN (Browse shelf) | Available | NBS7235 |
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| 332.6457 CHA An introduction to derivatives and risk management / | 332.6457 CHA An introduction to derivatives and risk management / | 332.6457 CHA An introduction to derivatives and risk management / | 332.6457 SEN Pricing derivatives / | 332.66 STO Investment Banks,Hedge Funds,and Private Equity. | 332.66 STO 2013 Investment Banks,Hedge Funds,and Private Equity. | 332.66 STO 2013 Investment Banks, Hedge Funds, and Private Equity |
Hardcover.
Irwin Library of Investment and Finance Pricing Derivatives provides investors with a clear understanding of derivative pricing models by first focusing on the underlying mathematics and financial concepts upon which the models were originally built. Trading consultant Professor Ambar Sengupta uses short, to-the-point chapters to examine the relation between price and probability as well as pricing structures of all major derivative instruments. Other topics covered include foundations of stochastic models of pricing, along with methods for establishing optimal prices in terms of the max-min principles that underlie game theory.
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