Ambrose Lo

Gebundenes Buch

Derivative Pricing

A Problem-Based Primer

Beschreibung

This textbook adopts a mathematically rigorous, widely accessible pedagogical approach, providing a formal treatment of derivative pricing methodologies and theory. The abundance of examples and problems makes it suitable for advanced undergraduates, beginning graduates as well as professionals.

Autor

Ambrose Lo is currently Assistant Professor of Actuarial Science at the Department of Statistics and Actuarial Science at the University of Iowa. He received his Ph.D. in Actuarial Science from the University of Hong Kong in 2014, with dependence structures, risk measures, and optimal reinsurance being his research interests. He is a Fellow of the Society of Actuaries (FSA) and a Chartered Enterprise Risk Analyst (CERA). His research papers have been published in top-tier actuarial journals, such as ASTIN Bulletin: The Journal of the International Actuarial Association, Insurance: Mathematics and Economics, and Scandinavian Actuarial Journal.

Produktdetails

• Verlag: Chapman and Hall/CRC
• Seitenzahl: 452
• Erscheinungstermin: 27. Juni 2018
• Englisch
• Abmessung: 260mm x 183mm x 29mm
• Gewicht: 1039g
• ISBN-13: 9781138033351
• ISBN-10: 1138033359
• Artikelnr.: 54710602