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Questions ranging from "how are forward prices determined? The authors of this first edition use verbal and pictorial exposi The authors of this first edition use verbal and pictorial expositions, and sometimes simple mathematical models, to explain the underlying principles before proceeding to a formal analysis.
Extensive uses of numerical examples for illustrative purposes are used throughout to supplement the intuitive and formal presentations. The main body of this book is divided into six parts.
Parts cover, respectively, futures and forwards; options; and swaps. Part 4 examines term-structure modeling and the pricing of interest-rate derivatives, while Part 5 is concerned with credit derivatives and the modeling of credit risk. Part 6 discusses computational issues. He was formerly at the University of Rochester from He has also published extensively in mathematical economics, decision theory, and game theory.
His research has appeared in leading academic journals in finance and economic theory including Econometrica, Journal of Economic Theory, Journal of Business, Journal of Financial Economics, Journal of Finance, and Review of Financial Studies, as also in several practitioner-oriented journals. He was Co-Editor of the Journal of Derivatives from and has served on several other editorial boards.