Jamil Baz, George Chacko

Financial Derivatives

• Gebundenes Buch

Produktbeschreibung

This book offers a complete, succinct account of the principles of financial derivatives pricing. The chapters provide readers with an intuitive exposition of basic random calculus, generic pricing techniques for assets and derivatives, and the pricing concepts of interest rate markets, bonds, and swaps.

Produktdetails

• Verlag: Cambridge University Press
• Seitenzahl: 352
• Erscheinungstermin: 4. März 2004
• Englisch
• Abmessung: 235mm x 157mm x 23mm
• Gewicht: 663g
• ISBN-13: 9780521815109
• ISBN-10: 052181510X
• Artikelnr.: 21329807

Autorenporträt

Jamil Baz is the chief investment strategist of GLG, a London-based hedge fund. Prior to holding this position, he was a portfolio manager with PIMCO in London, a managing director in the Proprietary Trading Group of Goldman Sachs, chief investment strategist of Deutsche Bank, and executive director of Lehman Brothers fixed income research division. Dr Baz teaches financial economics at Oxford University. He has degrees from the London School of Economics (M.Sc.), MIT (S.M.), and Harvard University (A.M., Ph.D.).

Inhaltsangabe

1. Introduction
2. Preliminary mathematics
3. Principles of financial valuation
4. Interest rate models
5. Mathematics of asset pricing
6. Bibliography.