Applied Maths for Derivatives by John S Martin
This volume provides an integrated approach to the valuation of financial derivative instruments over a wide range of asset classes. It provides comprehensive coverage of derivative instruments, simple valuation methods and gives detailed examples.
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.
| SKU | Unavailable |
| ISBN 13 | 9780471479024 |
| ISBN 10 | 0471479020 |
| Title | Applied Maths for Derivatives |
| Author | John S Martin |
| Condition | Unavailable |
| Binding Type | Hardback |
| Publisher | John Wiley & Sons (Asia) Pte Ltd |
| Year published | 2001-08-10 |
| Number of pages | 480 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |