Pricing and Hedging of Derivative Securities

search for

Science » Math » Applications » Mathematical Economics and Financial Mathematics
Pricing and Hedging of Derivative Securities	Popularity: Hit: 905

Details:

	By Lars Tyge Nielsen. A textbook in continuous-time finance theory, Oxford University Press, 1999. Preface, introduction, table of contents, index.
URL:	http://www.derivativesmath.com/
Title:	Derivatives Mathematics: Pricing and Hedging of Derivative Securities
Image:
Description:	Lars Tyge Nielsen's finance site, description of Pricing and Hedging of Derivative Securities
Specialized in:	Finance - Pricing - Derivative - Securities - Model - Mathematics - Processes - Pricing - Price - Risk - Theory - Students - Mathematical - Black - Scholes - Courses - Models - Process - Strategies - Harrison

Related Sites

Financial Engineering Associates, Inc. (Popularity:

): Software components for energy, derivatives valuation, and market risk management.
EViews (Popularity:

): QMS product: forecasting and econometric analysis software for Windows.
Derman, Emanuel (Popularity:

): Columbia University. Papers on quantitative strategies and articles written for Risk magazine, biography and curriculum vitae.
Science and Finance (Popularity:

): A private company located in Paris and dedicated to theoretical and applied research in finance.
DRW Trading Group (Popularity:

): Quantitative financial trading.
Lester Ingber Research (Popularity:

): ASA: Adaptive Simulated Annealing Optimization of Nonlinear Systems. PATH-INTEGRAL: Path-Integral Calculations of Nonlinear Stochastic Systems.
Financial Calculus (Popularity:

): By Martin Baxter and Andrew Rennie (CUP, 1996). Contents, preface, errata, supplementary text, reviews.
Joshi, Mark (Popularity:

): Royal Bank of Scotland. Interest rate modelling; Equity FX modelling; Risk Management; Credit Derivatives. Books, other publications and resources.
Wilmott Associates (Popularity:

): Research and development in quantitative finance.
NumeriX - Advanced Analytics (Popularity:

): Software-based solutions to critical business problems using proprietary mathematical techniques.

Popular Sites

Stock Options - Animated Tutorial and Analytics (Popularity:

): An animated introduction to the Black--Scholes theorem. Includes graphs.
Global Derivatives 2002 (Popularity:

): Conference on the latest theoretical and practical insights into the most troublesome derivatives modelling issues. Barcelona, Spain; 15--16 May 2002.
UnRisk (Popularity:

): A software tool for the robust, accurate and fast pricing of complicated financial derivatives. It has a C++ kernel, but ...
QuantLib (Popularity:

): A free/open-source library for quantitative finance, written in C++ and exported to different languages such as Python, Ruby and Scheme.
NumeriX - Advanced Analytics (Popularity:

): Software-based solutions to critical business problems using proprietary mathematical techniques.

Related Press

KVH Settles 2004 Securities Class Action and Related Derivative Lawsuits (Popularity:

): KVH Industries, Inc., (Nasdaq: KVHI) announced today that it has reached definitive agreements to settle securities class action claims filed ...
CME Group Statement on the Joint CFTC/SEC Report Regarding the Events of May 6 (Popularity:

): CME Group supports the work of the Commodity Futures Trading Commission, the Securities and Exchange Commission and the Joint Committee ...
TD Securities provides information on incorrectly priced financial instruments (Popularity:

): TD Securities has regrettably identified incorrectly priced financial instruments in its London, UK office. The Company's examination has determined that ...
Fannie Mae Announces Auction (Reopening) of 2-Year Benchmark Notes(R) due June 22, 2012 (Popularity:

): The following is being issued by Fannie Mae ( FNM): 2-Year (Reopening) Pricing/Auction Date April 29, 2010 Settlement Date May ...
Maconomy Provides New Models for Marketing Communication Agencies to Make Pricing, Utilisation and Compensation Truly Profitable (Popularity:

): Maconomy A/S (MACO) today published a new three-part white paper series which focuses on the "Profitability Triangle" for Marketing Communication ...

Related Articles

Discover The Secret To Making A Living Trading Futures Online Guaranteed! (Popularity:

): Trading CommoditiesFutures Trading involves a trading style based upon the potential Future performance of certain commodities and agricultural products; like ...
The New York Stock Exchange - How It Works (Popularity:

): The New York Stock Exchange (NYSE) is the biggest US stock exchange. It's recent acquisition of the fully automated stock ...
Why Take the Risk With Penny Stocks (Popularity:

): Those who wanted to join the stock market but do not have enough capital can do it via the purchase ...
Civil Suit Attorney Illinois Provides High Quality Legal Services (Popularity:

): Are you looking for lawyers to solve your legal matters? Justice London has experienced attorneys to handle various types of ...
Opening a Brokerage Account (Popularity:

): Being informed can make the process of opening a brokerage account easier. Before opening a brokerage account, it is a ...