A delicate balance of mathematical sophistication. - Nonessential mathematical material has been eliminated or included in end-of-chapter appendices and the technical notes on the author’s website.
- Concepts that are likely to be new to many readers have been explained carefully.
- UPDATED - Numerical examples have been included for added clarity.?
Coverage of the latest market trends keeps students abreast of key financial events.
Tables, charts, examples, and market data discussions have all been revisited to reflect current market conditions, including:
- NEW - Overnight reference rates that will replace LIBOR at the end of 2021, and their impact on valuation models.
- NEW - Rough volatility models which have in the last few years been found to fit volatility surfaces (Chapter 27).
- NEW - Machine learning in the pricing and hedging of derivatives.
- NEW - The fractional Brownian motion in the discussion on Wiener processes.
- NEW - Changes in the regulatory environment, including Basel IV.
- ISBN:
- 9781292410654
- 9781292410654
-
Category:
- Finance
- Format:
- Paperback
- Publication Date:
-
24-06-2021
- Publisher:
- Pearson Education Limited
- Country of origin:
- United Kingdom
- Edition:
- 11th Edition
- Pages:
- 880
- Dimensions (mm):
- 252x200x34mm
- Weight:
- 1.6kg
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