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Advanced Derivatives Pricing and Risk Management: Theory, Tools, and Hands-On Programming Applications (Academic Press Advanced Finance Series)
by Claudio Albanese and Giuseppe Campolieti
Written by leading academics and practitioners in the field offinancial mathematics, the purpose of this book is to provide a uniquecombination of some of the most important and relevant theoretical andpractical tools from which any advanced undergraduate and graduatestudent, professional quant and researcher will benefit. This bookstands out from all other existing books in quantitative finance fromthe sheer impressive range of ready-to-use software and accessibletheoretical tools that are provided as a complete package. Byproceeding from simple to complex, the authors cover core topics inderivative pricing and risk management in a style that is engaging,accessible and self-instructional. The book contains a wide spectrum ofproblems, worked-out solutions, detailed methodologies and appliedmathematical techniques for which anyone planning to make a seriouscareer in quantitative finance must master. In fact, core portions ofthe book's material originated and evolved after years of classroomlectures and computer laboratory courses taught in a world-renownedprofessional Master's program in mathematical finance.
As a bonus tothe reader, the book also gives a detailed exposition on newcutting-edge theoretical techniques with many results in pricing theorythat are published here for the first time. This work: includeseasy-to-implement VB/VBA numerical software libraries; proceeds fromsimple to complex in approaching pricing and risk management problems;and, provides analytical methods to derive cutting-edge pricingformulas for equity derivatives.
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