Pricing Derivative Securities

"This book presents techniques for valuing derivative securities at a level suitable for practitioners, students in doctoral programs in economics and finance, and those in masters-level programs in financial mathematics and computational finance. It provides the necessary mathematical tools from analysis, probability theory, the theory of stochastic processes, and stochastic calculus, making extensive use of examples. It also covers pricing theory, with emphasis on martingale methods."--BOOK JACKET.Epps, Thomas W. is the author of 'Pricing Derivative Securities ', published 2007 under ISBN 9789812700339 and ISBN 9812700331.