Editorial Reviews
Book Description
A handy guide/reference for investors, analysts, and students, Mathematics for Derivatives provides an integrated approach to the valuation of financial derivative instruments for a wide range of asset classes. Featuring a user-friendly format, it was designed to be used as both a step-by-step guide to derivative pricing for beginners, and a handy quick-reference for experienced market practitioners in need of a refresher on the intricacies of a specific instrument. Offering comprehensive coverage of derivative instruments, simple valuation methods, and many detailed examples, this book is sure to be warmly received by professional investors, fund managers, brokers, risk managers, analysts, financial software developers, and all who need a working knowledge of the mathematical techniques used in the derivatives industry.
John Martin (Australia) has worked, taught and published extensively in the areas of treasury, derivatives and financial risk management. He was closely involved in the development of the derivatives industry in Australia in roles varying from market trader, risk manager, regulator and educator. He is a Partner at PricewaterhouseCoopers in Australia.
Book Info
Discusses more than 80 operational derivative valuation models for swaps, stocks, options, and more. The accompanying diskette contains spreadsheet models of all of the major tools presented, as well as answers to the self-test exercises in the text. System requirements not listed. Previous edition: c1996. DLC: Derivative securities--Valuation.
Applied Math for Derivatives: A Non-Quant Guide To The Valuation And Modeling Of Financial Derivatives
Applied Math for Derivatives: A Non-Quant Guide To The Valuation And Modeling Of Financial Derivatives,John Martin,John Wiley & Sons,0471479020,Accounting - General,Applied,Applied Mathematics,Business & Economics,Business / Economics / Finance,Business/Economics,Derivative securities,Finance,Investments & Securities - General,Investments & Securities - Options,Securities,Valuation,Business & Economics / Investments & Securities,Investment & securities
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