Mathematical models of financial derivatives [electronic resource] / Yue-Kuen Kwok.

Mathematical Models of Financial Derivatives is a textbook on the theory behind modeling derivatives using the financial engineering approach, focussing on the martingale pricing principles that are common to most derivative securities. A wide range of financial derivatives commonly traded in the eq...

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Bibliographic Details

Online Access:	Full Text (via Springer)
Main Author:	Kwok, Y. K. (Yue-Kuen), 1957-
Format:	Electronic eBook
Language:	English
Published:	Berlin : Springer, ©2008.
Edition:	2nd ed.
Series:	Springer finance.
Subjects:	Derivative securities > Mathematical models.