Derivatives Pricing

By: FrÃ©dÃ©ric D. Vrins

Write A Review

Paperback | 20 March 2025

At a Glance

Paperback
496 Pages

Dimensions(cm)
24.41 x 16.99 x 2.54

Paperback

RRP $115.95

$111.75

or 4 interest-free payments of $27.94 with

or

Ships in 5 to 7 business days

This is a masters-level overview of the mathematical concepts needed to fully grasp the art of derivatives pricing, and a must-have for anyone considering a career in quantitative finance in industry or academia. Starting from the foundations of probability, this textbook allows students with limited technical background to build a solid knowledge of the most important principles. It offers a unique compromise between intuition and mathematics, even when discussing abstract ideas such as change of measure. Mathematical concepts are introduced initially using toy examples, before moving on to examples of finance cases, both in discrete and continuous time. Throughout, numerical applications and simulations illuminate the analytical results. The end-of-chapter exercises test students'' understanding, with solved exercises at the end of each part to aid self-study. The author''s companion website hosts additional resources including slides, code and an interactive app.

Shipping

	Standard Shipping	Express Shipping
Metro postcodes:	$9.99	$14.95
Regional postcodes:	$9.99	$14.95
Rural postcodes:	$9.99	$14.95

Orders over $0.00 qualify for free shipping.

How to return your order

At Booktopia, we offer hassle-free returns in accordance with our returns policy. If you wish to return an item, please get in touch with Booktopia Customer Care.

Additional postage charges may be applicable.