Foundations of the pricing of financial derivatives : theory and analysis / Robert E. Brooks, Don M. Chance.
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Includes bibliographical references and index.
Title
Foundations of the pricing of financial derivatives : theory and analysis / Robert E. Brooks, Don M. Chance.
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Chance, Don M., author.
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Abstract
"This book in manuscript form has been class-tested three times. This course was a doctoral seminar that was open to finance masters and doctoral students and also STEM students across the university. All of these students contributed a great deal to catching errors, forcing us to re-think how we said something, and in some cases contributing end-of-chapter problems. This book would be nowhere near ready for prime time were it not for them"--Provided by publisher.