Jamil Baz, George Chacko (Harvard Business School)

Broschiertes Buch

Financial Derivatives

Pricing, Applications, and Mathematics

Beschreibung

This book is a graduate level manual on the pricing of financial derivatives. It allows the reader with basic knowledge of finance, calculus, and probability and statistics to understand the most powerful tools in applied finance. The focus is on equity derivatives, interest rate markets, and the mathematics of pricing.

Autor

Jamil Baz is the chief investment strategist of GLG, a London-based hedge fund. Prior to holding this position, he was a portfolio manager with PIMCO in London, a managing director in the Proprietary Trading Group of Goldman Sachs, chief investment strategist of Deutsche Bank, and executive director of Lehman Brothers fixed income research division. Dr Baz teaches financial economics at Oxford University. He has degrees from the London School of Economics (M.Sc.), MIT (S.M.), and Harvard University (A.M., Ph.D.).

Produktdetails

• Verlag: Cambridge University Press
• Seitenzahl: 352
• Erscheinungstermin: 20. Oktober 2010
• Englisch
• Abmessung: 229mm x 152mm x 21mm
• Gewicht: 554g
• ISBN-13: 9780521066792
• ISBN-10: 0521066794
• Artikelnr.: 25391839