Quantitative Modeling of Derivative Securities
by Marco Avellaneda, Peter Laurence
Quantitative Modeling of Derivative Securities explores the mathematical foundations of derivative securities and their valuation. Authored by Marco Avellaneda and Peter Laurence, this finance-focused work offers readers a quantitative perspective on modeling, making it relevant to students, researchers, and professionals interested in mathematical approaches to financial markets.
About This Book
Quantitative Modeling of Derivative Securities examines the mathematical modeling of derivative securities.
Written by Marco Avellaneda and Peter Laurence, the book presents a quantitative perspective on financial instruments whose values depend on underlying assets.
It is suited to readers interested in the relationship between mathematics and finance.
The title emphasizes analytical modeling as a central tool for understanding derivative securities.
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