Pricing and Hedging of Derivative Securities

Author	L.T. Nielsen</a>;&nbsp;<a href="vsearch.asp?shop=BK&lang=ENG&pageNumber=1&pageSize=25&prodType=BK&Combo=author&SearchText=Lars Nielsen" title="Search for more books by Lars Nielsen">Lars Nielsen
Format	Hardcover
ISBN	9780198776192
Publisher	Oxford University Press
Manufacturer	Oxford University Press

The theory of pricing and hedging of derivative securities is mathematically sophisticated. This book is an introduction to the use of advanced probability theory in financial economics, presenting the necessary mathematics in a precise and rigorous manner. Professor Nielsen's text enables the reader to approach the journal literature with confidence, apply the methods to new problems, or to do original research in the field.