Pricing Derivative Securities
An Interactive, Dynamic Environment with Maple V and Matlab
by Eliezer Z. Prisman
"Pricing derivatives theory comes alive in this self-contained interactive experience in financial pricing. The no-arbitrage perspective in a one-period state-preference model drives the book, and the Maple and Matlab programs help readers visualize payoffs and respond to various constraints and conditions.
With clear explanations and lavish illustrations, Pricing Derivative Securities: An Interactive, Dynamic Environment with Maple V and Matlab teaches the core theoretical concepts so often disguised behind difficult terms and institutional details."--BOOK JACKET.
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Previews available in: English
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1
Pricing Derivative Securities: An Interactive, Dynamic Environment with Maple V and Matlab
January 15, 2001, Academic Press
in English
0125649150 9780125649155
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2
Pricing Derivative Securities: An Interactive, Dynamic Environment with Maple V and Matlab
January 15, 2001, Academic Press
Hardcover
in English
- 1st edition
0125649150 9780125649155
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3
Pricing Derivative Securities: An Interactive, Dynamic Environment with Maple V and Matlab
2000, Elsevier Science & Technology Books
in English
0080514715 9780080514710
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Book Details
First Sentence
"One of the key concepts in modern financial theory is "arbitrage", or rather the lack of it, in financial markets."
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