No Inv.: 101864-101865/P/perp/05/2c
Bibliografi : hlm. 215-216
Bibliografi
"With Pricing on Purpose, Ron Baker had made an enormous contribution to the better understanding of pricing that will be accessible to anyone who wants to learn. People are intrigued by instances of what they see as idiosyncratic pricing. Sometimes it is idiosyncratic, but oft-times it is fiendishly clever and well researched. So is this book. There are examples that at first sight seem to hav…
No Inv.: 3320-3324/P/Perp/96/5c
Judul asli : "Price Theory and Applications"
This book provides an introduction to the mathematical modelling of real world financial markets and the rational pricing of derivatives, which is part of the theory that not only underpins modern financial practice but is a thriving area of mathematical research. The central theme is the question of how to find a fair price for a derivative; defined to be a price at which it is not possible fo…