Buy Pricing Derivative Securities by Eliezer Z Prisman
close menu
Bookswagon
search
My Account
Home > Business and Economics Books > Finance and accounting > Finance and the finance industry > Investment and securities > Pricing Derivative Securities: An Interactive, Dynamic Environment with Maple V and MATLAB
Pricing Derivative Securities: An Interactive, Dynamic Environment with Maple V and MATLAB

Pricing Derivative Securities: An Interactive, Dynamic Environment with Maple V and MATLAB


     0     
5
4
3
2
1



Out of Stock


Notify me when this book is in stock
X
About the Book

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(R) and Matlab(R) 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. Readers can experiment with the electronic packages forever, using the book and its solutions manual as a tutorial that can help solve problems of increasing complexity. Key Features *Enclosed CD-ROM includes the student version of Maple V; it provides an interactive, dynamic and friendly environment allowing students to learn through hands on experience * Enhances learning by altering the commands in the on-line files, varying them at will, in order to experiment with applications of the concepts and different (reader-generated) examples, in addition to the ones already in the prepared file * Provides both the framework and the tools, based on the no free lunch concept, by which readers can analyze and appreciate different scenarios, including those that are not covered in the book, related to derivative securities * Basic concepts of stochastic calculus are enriched with demonstrations using animation, simulation and three-dimensional graphs thereby overcoming mathematical complexity * The MATLAB(R) Graphic User Interface provides the ability to bring to life on the screen the theoretical material of the chapters

Review :
Darrell Duffie, Stanford University, Stanford, California "This treatment of derivative pricing will make a fine textbook for a masters-level finance course, or a reference work for practitioners. Prisman's novel presentation combines software, algorithms, and analytical modeling, emphasizing visualization of the pricing. This book makes it possible to develop both a solid conceptual foundation for derivatives modeling as well as a working knowledge suitable for numerical implementation." Peter Carr, Principal, Banc of America Securities, New York "By using two of the software packages most widely used in industry, Professor Prisman's book should prove to be of great value to both students and practitioners."


Best Sellers


Product Details
  • ISBN-13: 9780080514710
  • Publisher: Academic Press
  • Publisher Imprint: Academic Press
  • Language: English
  • Sub Title: An Interactive, Dynamic Environment with Maple V and MATLAB
  • ISBN-10: 0080514715
  • Publisher Date: 01 Sep 2000
  • Binding: Digital (delivered electronically)
  • No of Pages: 756


Similar Products

Add Photo
Add Photo

Customer Reviews

REVIEWS      0     
Click Here To Be The First to Review this Product
Pricing Derivative Securities: An Interactive, Dynamic Environment with Maple V and MATLAB
Academic Press -
Pricing Derivative Securities: An Interactive, Dynamic Environment with Maple V and MATLAB
Writing guidlines
We want to publish your review, so please:
  • keep your review on the product. Review's that defame author's character will be rejected.
  • Keep your review focused on the product.
  • Avoid writing about customer service. contact us instead if you have issue requiring immediate attention.
  • Refrain from mentioning competitors or the specific price you paid for the product.
  • Do not include any personally identifiable information, such as full names.

Pricing Derivative Securities: An Interactive, Dynamic Environment with Maple V and MATLAB

Required fields are marked with *

Review Title*
Review
    Add Photo Add up to 6 photos
    Would you recommend this product to a friend?
    Tag this Book Read more
    Does your review contain spoilers?
    What type of reader best describes you?
    I agree to the terms & conditions
    You may receive emails regarding this submission. Any emails will include the ability to opt-out of future communications.

    CUSTOMER RATINGS AND REVIEWS AND QUESTIONS AND ANSWERS TERMS OF USE

    These Terms of Use govern your conduct associated with the Customer Ratings and Reviews and/or Questions and Answers service offered by Bookswagon (the "CRR Service").


    By submitting any content to Bookswagon, you guarantee that:
    • You are the sole author and owner of the intellectual property rights in the content;
    • All "moral rights" that you may have in such content have been voluntarily waived by you;
    • All content that you post is accurate;
    • You are at least 13 years old;
    • Use of the content you supply does not violate these Terms of Use and will not cause injury to any person or entity.
    You further agree that you may not submit any content:
    • That is known by you to be false, inaccurate or misleading;
    • That infringes any third party's copyright, patent, trademark, trade secret or other proprietary rights or rights of publicity or privacy;
    • That violates any law, statute, ordinance or regulation (including, but not limited to, those governing, consumer protection, unfair competition, anti-discrimination or false advertising);
    • That is, or may reasonably be considered to be, defamatory, libelous, hateful, racially or religiously biased or offensive, unlawfully threatening or unlawfully harassing to any individual, partnership or corporation;
    • For which you were compensated or granted any consideration by any unapproved third party;
    • That includes any information that references other websites, addresses, email addresses, contact information or phone numbers;
    • That contains any computer viruses, worms or other potentially damaging computer programs or files.
    You agree to indemnify and hold Bookswagon (and its officers, directors, agents, subsidiaries, joint ventures, employees and third-party service providers, including but not limited to Bazaarvoice, Inc.), harmless from all claims, demands, and damages (actual and consequential) of every kind and nature, known and unknown including reasonable attorneys' fees, arising out of a breach of your representations and warranties set forth above, or your violation of any law or the rights of a third party.


    For any content that you submit, you grant Bookswagon a perpetual, irrevocable, royalty-free, transferable right and license to use, copy, modify, delete in its entirety, adapt, publish, translate, create derivative works from and/or sell, transfer, and/or distribute such content and/or incorporate such content into any form, medium or technology throughout the world without compensation to you. Additionally,  Bookswagon may transfer or share any personal information that you submit with its third-party service providers, including but not limited to Bazaarvoice, Inc. in accordance with  Privacy Policy


    All content that you submit may be used at Bookswagon's sole discretion. Bookswagon reserves the right to change, condense, withhold publication, remove or delete any content on Bookswagon's website that Bookswagon deems, in its sole discretion, to violate the content guidelines or any other provision of these Terms of Use.  Bookswagon does not guarantee that you will have any recourse through Bookswagon to edit or delete any content you have submitted. Ratings and written comments are generally posted within two to four business days. However, Bookswagon reserves the right to remove or to refuse to post any submission to the extent authorized by law. You acknowledge that you, not Bookswagon, are responsible for the contents of your submission. None of the content that you submit shall be subject to any obligation of confidence on the part of Bookswagon, its agents, subsidiaries, affiliates, partners or third party service providers (including but not limited to Bazaarvoice, Inc.)and their respective directors, officers and employees.

    Accept

    Fresh on the Shelf


    Inspired by your browsing history


    Your review has been submitted!

    You've already reviewed this product!
    Your IP: 216.73.216.206 IN