Cover Image

Financial derivatives in theory and practice

The term Financial Derivative is a very broad term which has come to mean any financial transaction whose value depends on the underlying value of the asset concerned. Sophisticated statistical modelling of derivatives enables practitioners in the banking industry to reduce financial risk and ultima...

Full description

Bibliographic Details
Main Author: Hunt, P. J.
Other Authors: Kennedy, J. E.
Format: eBook
Language:English
Published: John Wiley & Son 2004
Edition:revised edition
Series:Wiley series in probability and statistics
Subjects:
Online Access:
Collection: Wiley Online Books - Collection details see MPG.ReNa
Description
Summary:The term Financial Derivative is a very broad term which has come to mean any financial transaction whose value depends on the underlying value of the asset concerned. Sophisticated statistical modelling of derivatives enables practitioners in the banking industry to reduce financial risk and ultimately increase profits made from these transactions. The book originally published in March 2000 to widespread acclaim. This revised edition has been updated with minor corrections and new references, and now includes a chapter of exercises and solutions, enabling use as a course text.
Physical Description:469 S.
ISBN:9780470863589