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Amazon Price: $45.00 $45.00 (as of April 4, 2019 11:22 pm – Details). Product prices and availability are accurate as of the date/time indicated and are subject to change. Any price and availability information displayed on the Amazon site at the time of purchase will apply to the purchase of this product.

Derivatives markets are an important and growing segment of financial markets and play an important role in the management of risk. This invaluable set of lecture notes is meant to be used in conjunction with a standard textbook on derivatives in an advanced undergraduate or MBA elective course on futures, forwards, swaps, options, corporate securities, and credit default swaps. It covers the foundations of derivatives pricing in arbitrage-free markets, develops the methodology of risk-neutral valuation, and discusses hedging and the management of risk.

Product Details

  • Series: World Scientific Lecture Notes in Economics (Book 1)
  • Paperback: 232 pages
  • Publisher: Wspc (December 18, 2014)
  • Language: English
  • ISBN-10: 9789814618427
  • ISBN-13: 978-9814618427
  • ASIN: 981461842X
  • Product Dimensions: 6 x 0.5 x 9 inches
  • Shipping Weight: 14.1 ounces
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