000			01601nam a2200157Ia 4500
020			_a0 470 86359 5
100			_aHunt, P.J.; Kennedy, J.E.
245			_aFinancial derivatives in theory and practice
250			_aReprint Rev. ed.
260			_c2005 _bJohn Wiley & Sons Canada Ltd., _aToronto
300			_axx, 437 p. _b24 cm; Pbk
505			_apt. I. Theory 1. Single-Period Option Pricing 2. Brownian Motion 3. Martingales 4. Stochastic Integration 5. Girsanov and Martingale Representation 6. Stochastic Differential Equations 7. Option Pricing in Continuous Time 8. Dynamic Term Structure Models -- pt. II. Practice 9. Modelling in Practice 10. Basic Instruments and Terminology 11. Pricing Standard Market Derivatives 12. Futures Contracts. Orientation: Pricing Exotic European Derivatives 13. Terminal Swap-Rate Models 14. Convexity Corrections 15. Implied Interest Rate Pricing Models 16. Multi-Currency Terminal Swap-Rate Models 17. Short-Rate Models 18. Market Models.
520			_aThis book brings together in one volume both a complete, rigorous and yet readable account of the mathematics underlying derivative pricing and a guide to applying these ideas to solve real pricing problems. It is aimed at practitioners and researchers who wish to understand the latest finance literature and develop their own pricing models. The authors' combination of strong theoretical knowledge and extensive market experience make this book particularly relevant for those interested in real world applications of mathematical finance
650			_aDerivatives _aDerivative securities
942			_cBK
999			_c96598 _d96598