Applied Math for Derivatives: A Non-Quant Guide to the Valuation and Modeling of Financial Derivatives / Edition 2

Hardcover (Print)
Used and New from Other Sellers
Used and New from Other Sellers
from $18.69
Usually ships in 1-2 business days
(Save 88%)
Other sellers (Hardcover)
  • All (6) from $18.69   
  • New (2) from $82.08   
  • Used (4) from $18.69   
Sort by
Page 1 of 1
Showing All
Note: Marketplace items are not eligible for any coupons and promotions
Seller since 2008

Feedback rating:



New — never opened or used in original packaging.

Like New — packaging may have been opened. A "Like New" item is suitable to give as a gift.

Very Good — may have minor signs of wear on packaging but item works perfectly and has no damage.

Good — item is in good condition but packaging may have signs of shelf wear/aging or torn packaging. All specific defects should be noted in the Comments section associated with each item.

Acceptable — item is in working order but may show signs of wear such as scratches or torn packaging. All specific defects should be noted in the Comments section associated with each item.

Used — An item that has been opened and may show signs of wear. All specific defects should be noted in the Comments section associated with each item.

Refurbished — A used item that has been renewed or updated and verified to be in proper working condition. Not necessarily completed by the original manufacturer.


Ships from: Chicago, IL

Usually ships in 1-2 business days

  • Standard, 48 States
  • Standard (AK, HI)
Seller since 2010

Feedback rating:


Condition: New
Absolutely BRAND NEW US edition / Mint condition / Never been read / with sealed CD-ROM / HARDCOVER / Bk&Dk Edition/ ISBN: 0471479020. Shipped out in one business day with free ... tracking. Read more Show Less

Ships from: Manvel, TX

Usually ships in 1-2 business days

  • Standard, 48 States
  • Standard (AK, HI)
  • Express, 48 States
  • Express (AK, HI)
Page 1 of 1
Showing All
Sort by


A handy guide/reference for investors, analysts, and students, Mathematics for Derivatives provides an integrated approach to the valuation of financial derivative instruments for a wide range of asset classes. Featuring a user-friendly format, it was designed to be used as both a step-by-step guide to derivative pricing for beginners, and a handy quick-reference for experienced market practitioners in need of a refresher on the intricacies of a specific instrument. Offering comprehensive coverage of derivative instruments, simple valuation methods, and many detailed examples, this book is sure to be warmly received by professional investors, fund managers, brokers, risk managers, analysts, financial software developers, and all who need a working knowledge of the mathematical techniques used in the derivatives industry.
John Martin (Australia) has worked, taught and published extensively in the areas of treasury, derivatives and financial risk management. He was closely involved in the development of the derivatives industry in Australia in roles varying from market trader, risk manager, regulator and educator. He is a Partner at PricewaterhouseCoopers in Australia.
Read More Show Less

Product Details

  • ISBN-13: 9780471479024
  • Publisher: Wiley
  • Publication date: 7/28/2001
  • Edition description: REVISED & UPDATED
  • Edition number: 2
  • Pages: 480
  • Product dimensions: 7.32 (w) x 10.35 (h) x 1.25 (d)

Meet the Author

John Martin is the partner responsible for PricewaterhouseCoopers? Australian/NZ Financial Risk Management practice. He has been extensively involved in the development of the risk management and derivatives industry in Australia and has written numerous publications in the areas of risk management, derivatives, real options, deregulation of the electricity industry and performance measurement. John has undertaken consultancy assignments with major corporations and Government instrumentalities in the Asia Pacific region. John has also been a pioneer in the development and implementation of ?at risk? measurement methodologies for non-financial corporations.Before joining PwC, John has held positions with the Reserve Bank of Australia, Commonwealth Bank, TNT Limited, Sydney Futures Exchange, Oakvale Capital. These roles have varied from economist, derivatives trader, risk manager, quantitative analyst to consultant.John has a Bachelor of Economics with Honors and has held positions as a National Council member of the Finance and Treasury Association, Chair of the Securities Institute Financial Risk Management Masters Program and Lecturer at the University of NSW School of Banking & Finance, Master of Finance Program.
Read More Show Less

Table of Contents





Fundamentals of Derivative Valuation.

A Review of Financial Math.


The Role of Forwards Market.

Interest Rate Forwards.

Foreign Exchange Forwards.

Equity Forwards.


Swap Fundamentals.

Interest Rate Swaps.

Cross Currency Swaps.

Equity Swaps.


Option Fundamentals.

Equity Options.

Interest Rate Options.

Currency Options.

Read More Show Less

Customer Reviews

Be the first to write a review
( 0 )
Rating Distribution

5 Star


4 Star


3 Star


2 Star


1 Star


Your Rating:

Your Name: Create a Pen Name or

Barnes & Review Rules

Our reader reviews allow you to share your comments on titles you liked, or didn't, with others. By submitting an online review, you are representing to Barnes & that all information contained in your review is original and accurate in all respects, and that the submission of such content by you and the posting of such content by Barnes & does not and will not violate the rights of any third party. Please follow the rules below to help ensure that your review can be posted.

Reviews by Our Customers Under the Age of 13

We highly value and respect everyone's opinion concerning the titles we offer. However, we cannot allow persons under the age of 13 to have accounts at or to post customer reviews. Please see our Terms of Use for more details.

What to exclude from your review:

Please do not write about reviews, commentary, or information posted on the product page. If you see any errors in the information on the product page, please send us an email.

Reviews should not contain any of the following:

  • - HTML tags, profanity, obscenities, vulgarities, or comments that defame anyone
  • - Time-sensitive information such as tour dates, signings, lectures, etc.
  • - Single-word reviews. Other people will read your review to discover why you liked or didn't like the title. Be descriptive.
  • - Comments focusing on the author or that may ruin the ending for others
  • - Phone numbers, addresses, URLs
  • - Pricing and availability information or alternative ordering information
  • - Advertisements or commercial solicitation


  • - By submitting a review, you grant to Barnes & and its sublicensees the royalty-free, perpetual, irrevocable right and license to use the review in accordance with the Barnes & Terms of Use.
  • - Barnes & reserves the right not to post any review -- particularly those that do not follow the terms and conditions of these Rules. Barnes & also reserves the right to remove any review at any time without notice.
  • - See Terms of Use for other conditions and disclaimers.
Search for Products You'd Like to Recommend

Recommend other products that relate to your review. Just search for them below and share!

Create a Pen Name

Your Pen Name is your unique identity on It will appear on the reviews you write and other website activities. Your Pen Name cannot be edited, changed or deleted once submitted.

Your Pen Name can be any combination of alphanumeric characters (plus - and _), and must be at least two characters long.

Continue Anonymously

    If you find inappropriate content, please report it to Barnes & Noble
    Why is this product inappropriate?
    Comments (optional)