
Advanced Derivatives Pricing and Risk Management
Theory, Tools, and Hands-On Programming Applications
- 1st Edition - September 8, 2005
- Imprint: Academic Press
- Authors: Claudio Albanese, Giuseppe Campolieti
- Language: English
- eBook ISBN:9 7 8 - 0 - 0 8 - 0 4 8 8 0 9 - 7
Advanced Derivatives Pricing and Risk Management covers the most important and cutting-edge topics in financial derivatives pricing and risk management, striking a fine balance b… Read more

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Request a sales quoteAdvanced Derivatives Pricing and Risk Management covers the most important and cutting-edge topics in financial derivatives pricing and risk management, striking a fine balance between theory and practice. The book contains a wide spectrum of problems, worked-out solutions, detailed methodologies, and applied mathematical techniques for which anyone planning to make a serious career in quantitative finance must master.
In fact, core portions of the book’s material originated and evolved after years of classroom lectures and computer laboratory courses taught in a world-renowned professional Master’s program in mathematical finance.
The book is designed for students in finance programs, particularly financial engineering.
- Edition: 1
- Published: September 8, 2005
- Imprint: Academic Press
- No. of pages: 426
- Language: English
- eBook ISBN: 9780080488097
CA
Claudio Albanese
GC