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Introduction To Quantitative Finance, An: A Three-principle A... - 9789814704304
- Item No : 355844605970
- Condition : Brand New
- Brand : No brand Info
- Seller : books--etc
- Current Bid : US $52.44
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* Item Description
- ISBN-13: 9789814704304, 978-9814704304. The author shows that a risk-based parsimonious model for modeling the shape of the yield curve, the arbitrage-free properties of options, the Black-Scholes and binomial pricing models, even the capital asset pricing model and the Modigliani-Miller propositions can be obtained systematically by applying the normative principles of Quantitative Finance.
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