Hunt, Philip James and Kennedy, J. E. (2004) Financial derivatives in theory and practice. Chichester: John Wiley & Sons. ISBN 9780470863596

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Abstract

The term Financial Derivative is a very broad term which has come to mean any financial transaction whose value depends on the underlying value of the asset concerned. Sophisticated statistical modelling of derivatives enables practitioners in the banking industry to reduce financial risk and ultimately increase profits made from these transactions.
The book originally published in March 2000 to widespread acclaim. This revised edition has been updated with minor corrections and new references, and now includes a chapter of exercises and solutions, enabling use as a course text.
•Comprehensive introduction to the theory and practice of financial derivatives.
•Discusses and elaborates on the theory of interest rate derivatives, an area of increasing interest.
•Divided into two self-contained parts the first concentrating on the theory of stochastic calculus, and the second describes in detail the pricing of a number of different derivatives in practice.
•Written by well respected academics with experience in the banking industry.

A valuable text for practitioners in research departments of all banking and finance sectors. Academic researchers and graduate students working in mathematical finance.

Item Type:	Book
Divisions:	Faculty of Science > Statistics
Publisher:	John Wiley & Sons
Place of Publication:	Chichester
ISBN:	9780470863596
Official Date:	May 2004
Dates:	Date Event May 2004 Published
Number of Pages:	468
Status:	Peer Reviewed
Publication Status:	Published
Description:	Revised Edition
Related URLs:	Publisher

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