Derivative Pricing by Ambrose Lo
This textbook adopts a mathematically rigorous, widely accessible pedagogical approach, providing a formal treatment of derivative pricing methodologies and theory. The abundance of examples and problems makes it suitable for advanced undergraduates, beginning graduates as well as professionals.-
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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.
| SKU | Unavailable |
| ISBN 13 | 9781138033351 |
| ISBN 10 | 1138033359 |
| Title | Derivative Pricing |
| Author | Ambrose Lo |
| Series | Chapman And Hall Crc Financial Mathematics Series |
| Condition | Unavailable |
| Binding Type | Hardback |
| Publisher | Taylor & Francis Ltd |
| Year published | 2018-06-27 |
| Number of pages | 450 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |