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Download Solution Manual To Options Futures And Other Derivatives Added UPD


So many economic and financial models, such as those for resource allocation or optimal growth, involve systems of differential equations with no explicit analytical solution. Solving these systems numerically and visualizing results are important tasks for economists and other financial analysts.




Download Solution Manual To Options Futures And Other Derivatives Added



Others have already published several collections of exercises based on the material in Hull & White and in the Cambridge Texts in Applied Mathematics, but have written much of their material on a conceptual basis, using the language of mathematics. The good news is that, in contrast to these earlier collections, this book is directly targeted at the needs of the market place and includes a significant number of problems, exercises and solutions that have practical applications.


This is the first book to provide an in-depth account of the mathematical theory of derivatives valuation and trading: the theory is based on Black & Scholes PDEs of option valuation. This book also provides an extensive range of applications, for example, pricing and trading of exotic options, including exotic options on exchange-traded futures and on exchange-traded options. Some of the related applications of this book are not yet well-known to financial practitioners and also appear in this book for the first time.


Although the mathematical framework and techniques of option pricing and derivatives valuation have undergone dramatic development, there is still a significant body of theoretical work that remains to be done. This book describes the results of the authors continuing theoretical work on the valuation of derivatives. In addition, it discusses applications of the Black-Scholes PDE approach to problems that are not adequately covered by the existing literature, such as the pricing of complex options and option-based credit derivatives.


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