Cantitate/Preț
Produs
Total produse
Vezi coșul
Martingale Pricing: A Concise Introduction to Financial Derivative Valuation de Derek Zweig

Martingale Pricing: A Concise Introduction to Financial Derivative Valuation: Chapman and Hall/CRC Financial Mathematics Series

Autor Derek Zweig
en Limba Engleză Paperback – 4 dec 2026
Martingale Pricing: A Concise Introduction to Financial Derivative Valuation is about pricing financial assets, specifically derivatives. The book is written as a concise, accessible alternative to denser, more comprehensive texts that may skip over some details and assume greater prior knowledge. The book is written for readers with at least undergraduate level mathematics background and an interest in finance. It would be ideal as a desk book for a recently qualified practicing quant, or as a supplement to a postgraduate course on Asset Pricing or Derivatives.
Features
  • Extra detail that handholds the reader through proofs
  • Practical perspectives accompanying academic concepts
  • Historical context explaining how we arrived at modern treatment
Citește tot Restrânge

Din seria Chapman and Hall/CRC Financial Mathematics Series

  • 9% Introduction to Stochastic Finance with Market Examples
    Preț: 82913 lei
  • Introduction to Stochastic Calculus Applied to Finance
    Preț: 43281 lei
  • Modeling Fixed Income Securities and Interest Rate Options
    Preț: 43400 lei
  • 14% Financial Mathematics: From Discrete to Continuous Time
    Preț: 74531 lei
  • 15% Machine Learning for Factor Investing: Python Version
    Preț: 55762 lei
  • 9% Sustainable Life Insurance: Managing Risk Appetite for Insurance Savings and Retirement Products
    Preț: 83945 lei
  • Counterparty Risk and Funding: A Tale of Two Puzzles
    Preț: 46793 lei
  • 18% An Introduction to Computational Risk Management of Equity-Linked Insurance
    Preț: 91917 lei
  • 18% Malliavin Calculus in Finance: Theory and Practice
    Preț: 77430 lei
  • 9% Introducing Financial Mathematics: Theory, Binomial Models, and Applications
    Preț: 68362 lei
  • 18% Financial Modelling with Jump Processes
    Preț: 91924 lei
  • 9% The Financial Mathematics of Market Liquidity: From Optimal Execution to Market Making
    Preț: 72644 lei
  • 15% Foundations of Quantitative Finance Book II: Probability Spaces and Random Variables
    Preț: 59677 lei
  • 14% Nonlinear Option Pricing
    Preț: 129480 lei
  • 18% Understanding Risk: The Theory and Practice of Financial Risk Management
    Preț: 79939 lei
  • 18% Risk Measures and Insurance Solvency Benchmarks: Fixed-Probability Levels in Renewal Risk Models
    Preț: 99609 lei
  • 18% Pricing Models of Volatility Products and Exotic Variance Derivatives
    Preț: 88382 lei
  • 18% An Introduction to Financial Mathematics: Option Valuation
    Preț: 90382 lei
  • 15% Foundations of Quantitative Finance Book IV: Distribution Functions and Expectations
    Preț: 66515 lei
  • 15% Risk Analysis in Finance and Insurance
    Preț: 51971 lei
  • 20% High-Performance Computing in Finance: Problems, Methods, and Solutions
    Preț: 141881 lei
  • 15% Unravelling the Credit Crunch
    Preț: 51419 lei
  • 20% Handbook of Price Impact Modeling
    Preț: 64177 lei
  • 18% Financial Mathematics: A Comprehensive Treatment in Discrete Time
    Preț: 79918 lei
  • 18% Optional Processes: Theory and Applications
    Preț: 99616 lei
  • Derivative Pricing: A Problem-Based Primer
    Preț: 42879 lei
  • 15% Foundations of Quantitative Finance: Book V General Measure and Integration Theory
    Preț: 53177 lei
  • Metamodeling for Variable Annuities
    Preț: 46890 lei
  • 15% Data Science and Risk Analytics in Finance and Insurance
    Preț: 59324 lei
  • C++ for Financial Mathematics
    Preț: 45298 lei
  • 18% Quantitative Finance with Python: A Practical Guide to Investment Management, Trading, and Financial Engineering
    Preț: 87244 lei
  • 15% Foundations of Quantitative Finance, Book I: Measure Spaces and Measurable Functions
    Preț: 60526 lei
  • 9% Stochastic Volatility Modeling
    Preț: 72879 lei
  • 15% Stochastic Modelling of Big Data in Finance
    Preț: 63775 lei
  • 18% Analysis, Geometry, and Modeling in Finance: Advanced Methods in Option Pricing
    Preț: 139961 lei
  • 18% Computational Methods in Finance
    Preț: 78688 lei
  • 18% Quantitative Finance: An Object-Oriented Approach in C++
    Preț: 70689 lei
  • 15% Stochastic Finance: A Numeraire Approach
    Preț: 61505 lei
  • 18% Introduction to Risk Parity and Budgeting
    Preț: 68520 lei
  • 18% Equity-Linked Life Insurance: Partial Hedging Methods
    Preț: 89394 lei

Preț: 37454 lei

Preț vechi: 46896 lei
-20% Precomandă

Puncte Express: 562
Paperback 37454 lei
Hardback 128818 lei

Carte nepublicată încă

Livrare prin curier în România Precomanda se expediază când titlul devine disponibil.
Transport gratuit de la 40000 lei Plată online sau ramburs, în funcție de opțiunile comenzii.
Retur gratuit în 14 zile Comandă securizată și suport în română.
 Precomandă

Wish list
Gift list
Am citit!
Adaugă în listă
Doresc să fiu notificat când acest titlu va fi disponibil:
Trimite

Specificații

ISBN-13: 9781041368212
ISBN-10: 1041368216
Pagini: 1008
Ilustrații: 46
Dimensiuni: 156 x 234 mm
Ediția:1
Editura: CRC Press
Colecția Chapman and Hall/CRC
Seria Chapman and Hall/CRC Financial Mathematics Series

Public țintă

Postgraduate and Professional Reference

Cuprins

Chapter 1. Introduction  Chapter 2. Discrete Time  Chapter 3. Continuous Time  Chapter 4. Introduction to Interest Rates  Chapter 5. Risk Premia and Incomplete Markets

Notă biografică

Derek Zweig leads the market and counterparty risk analytics team at a large U.S. regional bank. In this role, he owns or supports a suite of models producing value-at-risk, potential future exposure, XVA, initial margin, and other complementary risk metrics in support of both capital markets and treasury trading desks. He has expertise managing risk for commodity, foreign currency, and interest rate derivative books, as well as fixed income, securitized product, and institutional term loan trading books. Prior to this role, Derek worked as a specialized consultant focused on equity and intangible asset valuation. His first book, A Technical Guide to Mathematical Finance, walks readers through a detailed quantitative review of foundational finance topics. He has a graduate certificate in Financial Engineering from Columbia University, an M.S. in Applied Economics from Johns Hopkins University, and a B.S. in Finance from the Ohio State University.

Descriere

Martingale Pricing: A Concise Introduction to Financial Derivative Valuation is about pricing financial assets, specifically derivatives.The book is written for readers with at least undergraduate level mathematics background and an interest in finance.