Quantitative modeling of derivative securities - Info and Reading Options
from theory to practice
By Marco Avellaneda, Marco Avellaneda and Peter Laurence
"Quantitative modeling of derivative securities" was published by Chapman & Hall/CRC in 2000 - Boca Raton, Fla, it has 322 pages and the language of the book is English.
“Quantitative modeling of derivative securities” Metadata:
- Title: ➤ Quantitative modeling of derivative securities
- Authors: Marco AvellanedaMarco AvellanedaPeter Laurence
- Language: English
- Number of Pages: 322
- Publisher: Chapman & Hall/CRC
- Publish Date: 2000
- Publish Location: Boca Raton, Fla
“Quantitative modeling of derivative securities” Subjects and Themes:
- Subjects: ➤ Options (Finance) - Derivative securities - Exotic options (Finance) - Investment & securities - Mathematical modelling - Probability & Statistics - General - Mathematical Models - Securities - Mathematics - Business / Economics / Finance - Business/Economics - Investments & Securities - General - Mathematics / Statistics - Finance - Instruments dérivés (Finances) - Options (Finances) - Options exotiques (Finances) - Hg6024.a3 a93 2000 - 332.63/228
Edition Specifications:
- Pagination: xii, 322 p. :
Edition Identifiers:
- The Open Library ID: OL19019251M - OL12608336W
- Online Computer Library Center (OCLC) ID: 42389666
- Library of Congress Control Number (LCCN): 99047242
- ISBN-10: 1584880317
- All ISBNs: 1584880317
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