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Mathematics of Derivative Securities (Publications of the Newton Institute) Hardcover – 13 Oct 1997


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' … offers superb insight into many classical and less classical issues of modern quantitative finance.' Rudi Bogni, The Times Higher Education Supplement

'Merton, in his Foreword, characterizes the contents as 'representative of the high quality and mathematical sophistication of research in the field.' … I have no reason to differ with this evaluation.' Peter Bloomfield, JASA

Book Description

A collection of premier papers on financial mathematics ranging from abstract financial theory to practical issues pertaining to the pricing and hedging of interest rate derivatives and exotic options in the market place. Hence this book will be of interest both to academics and financial engineers.

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This book is one of several volumes of proceedings of the Mathematical Finance Programme held from January through June 1995 at the Isaac Newton Institute for Mathematical Sciences, Cambridge, England. Read the first page
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1 of 3 people found the following review helpful
A Newton's work 12 July 1999
By A Customer - Published on Amazon.com
This is an excellent book which covers many great ideas and potential methodologies applied to derivative pricing. It should have been published much earlier.
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