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Ambar Sengupta

Pricing Derivatives (McGraw-Hill Library of Investment and Finance)

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ISBN: 0071445889
Издательство: McGraw-Hill
Год издания: 2005
Book Description 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.