Derivative Security Pricing Techniques, Methods and Applications

Chiarella, C Xue-Zhong, H Nikitopoulos, CS

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Full metadata record

Field	Value	Language
dc.contributor.author	Chiarella, C	en_US
dc.contributor.author	Xue-Zhong, H	en_US
dc.contributor.author	Nikitopoulos, CS	en_US
dc.date.issued	2015-03-25	en_US
dc.identifier.citation	2015, pp. ? - ? (616)	en_US
dc.identifier.isbn	366245906X	en_US
dc.identifier.isbn	9783662459065	en_US
dc.identifier.uri	http://hdl.handle.net/10453/39518
dc.description.abstract	The book presents applications of stochastic calculus to derivative security pricing and interest rate modelling.	en_US
dc.publisher	Springer	en_US
dc.title	Derivative Security Pricing Techniques, Methods and Applications	en_US
dc.type	Book
pubs.embargo.period	Not known	en_US
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Business
pubs.organisational-group	/University of Technology Sydney/Faculty of Business/Finance Discipline
pubs.organisational-group	/University of Technology Sydney/Strength - QFRC - Quantitative Finance Research Centre
utslib.copyright.status	closed_access
pubs.publication-status	Published	en_US

Abstract:

The book presents applications of stochastic calculus to derivative security pricing and interest rate modelling.

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