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You are here: - Pricing Derivatives -

Pricing Derivatives The Financial Concepts Underlying the Mathematics of Pricing Derivatives By: Ambar Sengupta Normal price: 41.99 Our price: 27.71 + postage Bargain: save £14.28 ! Product code: 21641 ISBN: 0071445889 400 pages Format: Hb Published by: McGraw-Hill Professional, 2005, 1st edition There are no reviews available for this book Description of Pricing Derivatives Irwin Library of Investment and Finance Pricing Derivatives provides investors with a clear understanding of derivative pricing models by first focusing on the underlying mathematics and financial concepts upon which the models were originally built. Trading consultant Professor Ambar Sengupta uses short, to-the-point chapters to examine the relation between price and probability as well as pricing structures of all major derivative instruments. Other topics covered include foundations of stochastic models of pricing, along with methods for establishing optimal prices in terms of the max-min principles that underlie game theory. Authobiography of Ambar Sengupta Ambar N. Sengupta, Ph.D., is a professor of mathematics at Louisiana State University and has been consultant to AIG Trading Corporation and Dresdner Kleinwort Wasserstein. The author or coauthor of a number of professional books, Sengupta has also written dozens of articles for Annals of Physics, Journal of Functional Analysis, and other journals.