How Long to Read Pricing Derivative Securities

How Long Does it Take to Read Pricing Derivative Securities?

It takes the average reader 11 hours and 57 minutes to read Pricing Derivative Securities by T W Epps

Assuming a reading speed of 250 words per minute. Learn more

Description

Latest Edition: Pricing Derivative Securities (2nd Edition) The development of successful techniques for valuing derivative assets is among the most influential achievements of economic science. Pricing Derivative Securities presents the theory of financial derivatives in a way that emphasizes both its mathematical foundations and its practical implementation. The book's organization reveals its three distinctive features. Part I surveys the necessary tools of analysis, probability theory, and stochastic calculus, thus making the book self-contained. The chapters in Part II, Pricing Theory, are organized around the dynamics of the price processes of underlying assets, progressing from simple models to those that require considerable mathematical sophistication. The last part of the book is devoted to the empirical implementation of the pricing formulas developed in Part II, offering a detailed survey of numerical methods and providing a collection of programs in FORTRAN and C++. Errata(s) Preface, Page vi Chapter 13, Page 534 “www.worldscientific.com/books/4415.zip” The above links should be replaced with “www.worldscientific.com/doi/suppl/10.1142/4415/suppl_file/4415_software_free.zip” Errata Contents:Preliminaries:Introduction and OverviewMathematical PreparationTools for Continuous-Time ModelsPricing Theory:Dynamics-Free PricingPricing Under Bernoulli DynamicsBlack-Scholes DynamicsAmerican Options and ‘Exotics’Models with Uncertain VolatilityDiscontinuous ProcessesInterest-Rate DynamicsComputational Methods:SimulationSolving PDEs NumericallyPrograms Readership: Doctoral students in finance or financial economics, MA-level students in mathematical finance or computational finance, practitioners working in financial derivatives, and researchers. Keywords:Arbitrage;Calls;Swaps;Finance;Futures;Hedging;Martingales;Options;P.D.E.S;PutsReviews:“… the book is a substantial and worthwhile contribution to the literature … Its strength is that it does cover so much: the mathematics, the applications to pricing, and the practical implementations are all discussed in one volume. The author has made a commendable effort trying to explain subtle ideas; usually he has succeeded. He has given an excellent overview of much of the recent literature. The book will be a valuable reference for students in the more quantitative PhD and MBA programs. It is certainly a book which should be on every financial engineer's shelf.”Journal of Finance “The book will be interesting for financial academics and for practitioners working in financial derivatives.”Mathematics Abstracts

How long is Pricing Derivative Securities?

Pricing Derivative Securities by T W Epps is 712 pages long, and a total of 179,424 words.

This makes it 240% the length of the average book. It also has 219% more words than the average book.

How Long Does it Take to Read Pricing Derivative Securities Aloud?

The average oral reading speed is 183 words per minute. This means it takes 16 hours and 20 minutes to read Pricing Derivative Securities aloud.

What Reading Level is Pricing Derivative Securities?

Pricing Derivative Securities is suitable for students ages 12 and up.

Note that there may be other factors that effect this rating besides length that are not factored in on this page. This may include things like complex language or sensitive topics not suitable for students of certain ages.

When deciding what to show young students always use your best judgement and consult a professional.

Where Can I Buy Pricing Derivative Securities?

Pricing Derivative Securities by T W Epps is sold by several retailers and bookshops. However, Read Time works with Amazon to provide an easier way to purchase books.

To buy Pricing Derivative Securities by T W Epps on Amazon click the button below.