Amvik eBook Solutions

This book presents techniques for valuing derivative securities at a level suitable for practitioners, students in doctoral programs in economics and finance, a

The third edition updates the text in two significant ways. First, it updates the presentation to reflect changes that have occurred in financial markets since

Accessible and intuitive, Derivative Securities offers advanced undergraduates, MBA students, and executives the theory and practical tools needed to price and

The book presents applications of stochastic calculus to derivative security pricing and interest rate modelling. By focusing more on the financial intuition of

This second edition - completely up to date with new exercises - provides a comprehensive and self-contained treatment of the probabilistic theory behind the ri