автор: New York, New York, USA) Avellaneda Marco (Courant Institute

Quantitative Modeling of Derivative Securities demonstrates how to take the basic ideas of arbitrage theory and apply them — in a very concrete way — to the design and analysis of financial products. …

Quantitative Modeling of Derivative Securities demonstrates how to take the basic ideas of arbitrage theory and apply them — in a very concrete way — to the design and analysis of financial products. …