TY - GEN AU - Sengupta,Ambar TI - Pricing derivatives T2 - Mcgraw-hill library of investment and finance SN - 0071445889 U1 - 332.6457 PY - 2005/// CY - [S.l.] PB - McGraw-Hill N1 - Hardcover N2 - 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 UR - http://www.amazon.com/exec/obidos/ASIN/0071445889/chopaconline-20 UR - http://www.chopac.org/cgi-bin/tools/azrev.pl?q=0071445889 ER -