Features
- Lucid explanations of the theory and assumptions behind various derivative pricing models.
- Emphasis on intuitions, mnemonics as well as common fallacies.
- Interspersed with illustrative examples and end-of-chapter problems that aid a deep understanding of concepts in derivative pricing.
- Mathematical derivations, while not eschewed, are made maximally accessible.
- A solutions manual is available for qualified instructors.
The Author
Ambrose Lo is currently Assistant Professor of Actuarial Science at the Department of Statistics and Actuarial Science at the University of Iowa. He received his Ph.D. in Actuarial Science from the University of Hong Kong in 2014, with dependence structures, risk measures, and optimal reinsurance being his research interests. He is a Fellow of the Society of Actuaries (FSA) and a Chartered Enterprise Risk Analyst (CERA). His research papers have been published in top-tier actuarial journals, such as ASTIN Bulletin: The Journal of the International Actuarial Association, Insurance: Mathematics and Economics, and Scandinavian Actuarial Journal.
Features
- Lucid explanations of the theory and assumptions behind various derivative pricing models.
- Emphasis on intuitions, mnemonics as well as common fallacies.
- Interspersed with illustrative examples and end-of-chapter problems that aid a deep understanding of concepts in derivative pricing.
- Mathematical derivations, while not eschewed, are made maximally accessible.
- A solutions manual is available for qualified instructors.
The Author
Ambrose Lo is currently Assistant Professor of Actuarial Science at the Department of Statistics and Actuarial Science at the University of Iowa. He received his Ph.D. in Actuarial Science from the University of Hong Kong in 2014, with dependence structures, risk measures, and optimal reinsurance being his research interests. He is a Fellow of the Society of Actuaries (FSA) and a Chartered Enterprise Risk Analyst (CERA). His research papers have been published in top-tier actuarial journals, such as ASTIN Bulletin: The Journal of the International Actuarial Association, Insurance: Mathematics and Economics, and Scandinavian Actuarial Journal.
Derivative Pricing: A Problem-Based Primer
450Derivative Pricing: A Problem-Based Primer
450Product Details
ISBN-13: | 9780367734213 |
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Publisher: | CRC Press |
Publication date: | 12/18/2020 |
Series: | Chapman and Hall/CRC Financial Mathematics Series |
Pages: | 450 |
Product dimensions: | 7.00(w) x 10.00(h) x (d) |