| 000 | 01394 a2200229 4500 | ||
|---|---|---|---|
| 020 | _a0071445889 | ||
| 020 | _a9780071445887 | ||
| 082 | 0 | 4 | _a332.6457 |
| 090 |
_c3179 _d3179 |
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| 100 | 1 | _aSengupta, Ambar. | |
| 245 | 1 | 0 |
_aPricing derivatives / _cAmbar Sengupta. |
| 250 | _a1st ed. | ||
| 260 |
_a[S.l.] : _bMcGraw-Hill, _c2005. |
||
| 300 |
_a282 p. ; _c24 cm. |
||
| 490 | 1 | _aMcgraw-hill library of investment and finance. | |
| 500 | _aHardcover. | ||
| 520 | _aIrwin 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. | ||
| 830 | 0 | _aMcgraw-hill library of investment and finance. | |
| 856 | 4 | 0 |
_3Amazon.com _uhttp://www.amazon.com/exec/obidos/ASIN/0071445889/chopaconline-20 |
| 856 | 4 | 0 |
_3Amazon customer reviews _uhttp://www.chopac.org/cgi-bin/tools/azrev.pl?q=0071445889 |
| 942 |
_aNBS _cBK _k332.6457 SEN |
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| 999 |
_c345667 _d345667 |
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