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| #3106657 in eBooks | 2007-06-04 | 2007-06-04 | File type: PDF||1 of 4 people found the following review helpful.| Very good|By Stanislav D. Maydan|This book has the best treatment of differences between the change of measure for a given numeraire vs the change from one numeraire to another stochastic (i.e. based on asset with stochastic variation) numeraire.|6 of 7 people found the following review helpful.| Detailed and Complete|By Todd Williams<||"It is certainly a book which should be on every financial engineer's shelf." -- Journal of Finance, April 2002
"The book will be interesting for financial academics and for practitioners working in financial derivatives." -- Mathematics
This book presents techniques for valuing derivative securities at a level suitable for practitioners, students in doctoral programs in economics and finance, and those in masters-level programs in financial mathematics and computational finance. It provides the necessary mathematical tools from analysis, probability theory, the theory of stochastic processes, and stochastic calculus, making extensive use of examples. It also covers pricing theory, with emphasis on ma...
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