Download Ebook The Mathematics of Derivatives Securities with Applications in MATLAB
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The Mathematics of Derivatives Securities with Applications in MATLAB
Download Ebook The Mathematics of Derivatives Securities with Applications in MATLAB
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Review
“The book can be warmly recommended to readers who wish to learn the main methods of quantitative finance without delving into its mathematical foundations.” (Zentralblatt MATH, 1 December 2012)
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From the Inside Flap
"Excellent book aimed at graduate students in quantitative finance, especially those without a background in mathematical finance or physics. It combines finance theory with Matlab applications helping the reader to understand how theoretical models can be used in practice."—Guglielmo Maria Caporale, Professor of Economics and Finance Director, Centre for Empirical Finance, Brunel University "If you do not have the background of a mathematicians or a physicist, but you wish to learn about the world of financial derivatives this is the book for you. There is no excess of math, yet the book is rigorous, and everything is there to serve a purpose, with the right balance between theory and practical application."—Lucio Sarno, Professor of Finance and head of the Finance Faculty, Cass Business School "Cerrato has achieved in this book something that I, for one, did not think possible – namely to bring the mathematics of pricing and hedging options and other derivatives to people without a formal background in advanced mathematics such as traders, risk managers, students and academics in the field of finance, economics, business and management. It treats in great detail subject areas of interest to students, academics and practitioner quants, from background mathematics to the central concepts of derivatives valuation through to their numerical implementation. This book will be a valuable resource for students, academic researchers, risk managers, regulators and trading rooms alike. Like Roger Federer with a tennis racket in his hand, Cerrato makes it all look easier than it is. The commitment of a student to advancing his knowledge can be judged simply by whether he or she ahs bought this book."—John Crosby, Managing Director, Grizzly Bear capital/Visiting Professor of Finance, Centre for Economic and Financial Studies, Glasgow University / Invited Lecturer, MSc Mathematical Finance, Oxford Univ.
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Product details
Hardcover: 248 pages
Publisher: Wiley; 1 edition (March 19, 2012)
Language: English
ISBN-10: 0470683694
ISBN-13: 978-0470683699
Product Dimensions:
6.3 x 1 x 9.2 inches
Shipping Weight: 1.2 pounds (View shipping rates and policies)
Average Customer Review:
3.5 out of 5 stars
2 customer reviews
Amazon Best Sellers Rank:
#504,995 in Books (See Top 100 in Books)
Its about nothing but smt may be usefull
I would highly recommend this book if you have some exposure to derivative pricing and measure theory. The author does a very good job staying focused on the topic at hand, and providing just the right amount of reference material in the text. Furthermore, he includes Matlab programs at the end of some of the chapters.
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