Derivative Pricing: A Problem-Based Primer by Lo, Ambrose

Derivative Pricing: A Problem-Based Primer (Paperback) (ISBN-13: 9780367734213)

Vendor: Ambrose Lo
Product type: Books
Format: Paperback
$61.99
$61.99
$61.99
Subtotal: $61.99
Derivative Pricing: A Problem-Based Primer by Lo, Ambrose

Derivative Pricing: A Problem-Based Primer

$61.99
Derivative Pricing: A Problem-Based Primer by Lo, Ambrose

Derivative Pricing: A Problem-Based Primer

$61.99
Format: Paperback
Description
Description
x

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.



Author: Ambrose Lo
ISBN-10: 0367734214
ISBN-13: 9780367734213
Publisher: CRC Press
Language: English
Published: 12/18/2020
Pages: 450
Format: Paperback
Weight: 1.71lbs
Size: 10.00h x 7.00w x 0.91d
By Ambrose Lo
By Ambrose Lo
x

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.

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