Avellaneda, Marco 1955-

Quantitative modeling of derivative securities : from theory to practice / Marco Avellaneda in collaboration with Peter Laurence. - Boca Raton, Fla. : Chapman & Hall/CRC, c2000. - xii, 322 p. : ill. ; 26 cm.

Includes bibliographical references and index.

1584880317 (alk. paper)


Derivative securities.
Options (Finance)
Exotic options (Finance)

332.63228 / AVO 2000